Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
19.12.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 1'728'900 | 1'728'900 | 1'728'900 | 1'728'900 | 1'212'700 CHF | 1'229'990 CHF | 100.00% | 100.00% |
18.12.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 1'703'500 | 1'703'500 | 1'703'500 | 1'703'500 | 1'248'830 CHF | 1'265'870 CHF | 100.00% | 100.00% |
17.12.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 1'715'900 | 1'715'900 | 1'715'900 | 1'715'900 | 1'277'240 CHF | 1'294'400 CHF | 100.00% | 100.00% |
16.12.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 1'726'100 | 1'726'100 | 1'726'100 | 1'726'100 | 1'278'320 CHF | 1'295'580 CHF | 100.00% | 100.00% |
13.12.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 1'644'200 | 1'644'200 | 1'644'200 | 1'644'200 | 1'226'400 CHF | 1'242'840 CHF | 99.39% | 99.39% |
12.12.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 1'578'500 | 1'578'500 | 1'578'500 | 1'578'500 | 1'247'640 CHF | 1'263'420 CHF | 100.00% | 100.00% |
11.12.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 1'578'500 | 1'578'500 | 1'578'500 | 1'578'500 | 1'284'020 CHF | 1'299'810 CHF | 100.00% | 100.00% |
10.12.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 1'571'100 | 1'571'100 | 1'571'100 | 1'571'100 | 1'269'990 CHF | 1'285'700 CHF | 100.00% | 100.00% |
09.12.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 1'564'800 | 1'564'800 | 1'564'800 | 1'564'800 | 1'283'640 CHF | 1'299'290 CHF | 100.00% | 100.00% |
06.12.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 1'561'700 | 1'561'700 | 1'561'700 | 1'561'700 | 1'275'270 CHF | 1'290'890 CHF | 100.00% | 100.00% |