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 | 0.24% | 4.17 CHF | 4.18 CHF | 125'000 | 125'000 | 68'728 | 68'728 | 287'333 CHF | 288'021 CHF | 100.00% | 100.00% |
18.12.2024 | 0.23% | 4.35 CHF | 4.36 CHF | 125'000 | 125'000 | 68'764 | 68'764 | 300'609 CHF | 301'299 CHF | 99.45% | 99.45% |
17.12.2024 | 0.23% | 4.41 CHF | 4.42 CHF | 125'000 | 125'000 | 68'752 | 68'752 | 299'514 CHF | 300'203 CHF | 100.00% | 100.00% |
16.12.2024 | 0.24% | 4.29 CHF | 4.30 CHF | 125'000 | 125'000 | 68'674 | 68'674 | 293'914 CHF | 294'602 CHF | 100.00% | 100.00% |
13.12.2024 | 0.24% | 4.29 CHF | 4.30 CHF | 125'000 | 125'000 | 68'577 | 68'577 | 296'538 CHF | 297'227 CHF | 100.00% | 100.00% |
12.12.2024 | 0.24% | 4.40 CHF | 4.41 CHF | 125'000 | 125'000 | 68'672 | 68'672 | 295'468 CHF | 296'157 CHF | 100.00% | 100.00% |
11.12.2024 | 0.25% | 4.29 CHF | 4.30 CHF | 125'000 | 125'000 | 69'799 | 69'799 | 292'655 CHF | 293'357 CHF | 100.00% | 100.00% |
10.12.2024 | 0.24% | 4.23 CHF | 4.24 CHF | 125'000 | 125'000 | 70'267 | 70'267 | 294'625 CHF | 295'329 CHF | 100.00% | 100.00% |
09.12.2024 | 0.25% | 4.18 CHF | 4.19 CHF | 130'000 | 130'000 | 71'358 | 71'358 | 294'960 CHF | 295'675 CHF | 100.00% | 100.00% |
06.12.2024 | 0.25% | 4.14 CHF | 4.15 CHF | 130'000 | 130'000 | 71'366 | 71'366 | 295'611 CHF | 296'326 CHF | 100.00% | 100.00% |