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 | 0.23% | 4.41 CHF | 4.42 CHF | 125'000 | 125'000 | 68'729 | 68'729 | 303'768 CHF | 304'457 CHF | 100.00% | 100.00% |
18.12.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 125'000 | 125'000 | 68'768 | 68'768 | 316'970 CHF | 317'660 CHF | 99.45% | 99.45% |
17.12.2024 | 0.22% | 4.65 CHF | 4.66 CHF | 125'000 | 125'000 | 68'752 | 68'752 | 315'933 CHF | 316'622 CHF | 100.00% | 100.00% |
16.12.2024 | 0.23% | 4.53 CHF | 4.54 CHF | 125'000 | 125'000 | 68'673 | 68'673 | 310'263 CHF | 310'952 CHF | 100.00% | 100.00% |
13.12.2024 | 0.22% | 4.53 CHF | 4.54 CHF | 125'000 | 125'000 | 68'574 | 68'574 | 312'846 CHF | 313'534 CHF | 100.00% | 100.00% |
12.12.2024 | 0.23% | 4.64 CHF | 4.65 CHF | 125'000 | 125'000 | 68'679 | 68'679 | 311'724 CHF | 312'412 CHF | 100.00% | 100.00% |
11.12.2024 | 0.23% | 4.52 CHF | 4.53 CHF | 125'000 | 125'000 | 69'808 | 69'808 | 309'111 CHF | 309'812 CHF | 100.00% | 100.00% |
10.12.2024 | 0.23% | 4.47 CHF | 4.48 CHF | 125'000 | 125'000 | 70'293 | 70'293 | 311'232 CHF | 311'937 CHF | 100.00% | 100.00% |
09.12.2024 | 0.23% | 4.41 CHF | 4.42 CHF | 130'000 | 130'000 | 71'360 | 71'360 | 311'664 CHF | 312'379 CHF | 100.00% | 100.00% |
06.12.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 130'000 | 130'000 | 71'367 | 71'367 | 312'226 CHF | 312'941 CHF | 100.00% | 100.00% |