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% | 4.49 CHF | 4.50 CHF | 125'000 | 125'000 | 68'729 | 68'729 | 309'111 CHF | 309'800 CHF | 100.00% | 100.00% |
18.12.2024 | 0.22% | 4.67 CHF | 4.68 CHF | 125'000 | 125'000 | 68'768 | 68'768 | 322'223 CHF | 322'912 CHF | 99.45% | 99.45% |
17.12.2024 | 0.22% | 4.72 CHF | 4.73 CHF | 125'000 | 125'000 | 68'752 | 68'752 | 321'177 CHF | 321'866 CHF | 100.00% | 100.00% |
16.12.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 125'000 | 125'000 | 68'674 | 68'674 | 315'577 CHF | 316'266 CHF | 100.00% | 100.00% |
13.12.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 125'000 | 125'000 | 68'574 | 68'574 | 318'099 CHF | 318'788 CHF | 100.00% | 100.00% |
12.12.2024 | 0.22% | 4.72 CHF | 4.73 CHF | 125'000 | 125'000 | 68'676 | 68'676 | 316'926 CHF | 317'614 CHF | 100.00% | 100.00% |
11.12.2024 | 0.23% | 4.60 CHF | 4.61 CHF | 125'000 | 125'000 | 69'796 | 69'796 | 314'415 CHF | 315'116 CHF | 100.00% | 100.00% |
10.12.2024 | 0.23% | 4.54 CHF | 4.55 CHF | 125'000 | 125'000 | 70'269 | 70'269 | 316'447 CHF | 317'151 CHF | 100.00% | 100.00% |
09.12.2024 | 0.23% | 4.49 CHF | 4.50 CHF | 130'000 | 130'000 | 71'358 | 71'358 | 317'095 CHF | 317'810 CHF | 100.00% | 100.00% |
06.12.2024 | 0.23% | 4.45 CHF | 4.46 CHF | 130'000 | 130'000 | 71'366 | 71'366 | 317'687 CHF | 318'402 CHF | 100.00% | 100.00% |