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 | 2.23% | 0.43 CHF | 0.44 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'328'390 CHF | 1'358'390 CHF | 99.75% | 99.75% |
18.12.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'824'280 CHF | 1'854'280 CHF | 100.00% | 100.00% |
17.12.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'838'390 CHF | 1'868'390 CHF | 99.62% | 99.62% |
16.12.2024 | 1.72% | 0.61 CHF | 0.62 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'730'340 CHF | 1'760'340 CHF | 100.00% | 100.00% |
13.12.2024 | 1.77% | 0.54 CHF | 0.55 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'679'320 CHF | 1'709'320 CHF | 100.00% | 100.00% |
12.12.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'617'650 CHF | 1'647'650 CHF | 100.00% | 100.00% |
11.12.2024 | 1.98% | 0.54 CHF | 0.55 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'504'330 CHF | 1'534'330 CHF | 100.00% | 100.00% |
10.12.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'496'360 CHF | 1'526'360 CHF | 100.00% | 100.00% |
09.12.2024 | 1.90% | 0.49 CHF | 0.50 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'562'200 CHF | 1'592'200 CHF | 100.00% | 100.00% |
06.12.2024 | 1.99% | 0.52 CHF | 0.53 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'494'030 CHF | 1'524'030 CHF | 100.00% | 100.00% |