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% | 4.27 CHF | 4.28 CHF | 125'000 | 125'000 | 68'729 | 68'729 | 293'778 CHF | 294'466 CHF | 100.00% | 100.00% |
18.12.2024 | 0.23% | 4.45 CHF | 4.46 CHF | 125'000 | 125'000 | 68'768 | 68'768 | 306'989 CHF | 307'679 CHF | 99.45% | 99.45% |
17.12.2024 | 0.23% | 4.50 CHF | 4.51 CHF | 125'000 | 125'000 | 68'752 | 68'752 | 305'881 CHF | 306'570 CHF | 100.00% | 100.00% |
16.12.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 125'000 | 125'000 | 68'672 | 68'672 | 300'300 CHF | 300'988 CHF | 100.00% | 100.00% |
13.12.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 125'000 | 125'000 | 68'574 | 68'574 | 302'919 CHF | 303'607 CHF | 100.00% | 100.00% |
12.12.2024 | 0.23% | 4.50 CHF | 4.51 CHF | 125'000 | 125'000 | 68'674 | 68'674 | 301'790 CHF | 302'478 CHF | 100.00% | 100.00% |
11.12.2024 | 0.24% | 4.38 CHF | 4.39 CHF | 125'000 | 125'000 | 69'794 | 69'794 | 299'079 CHF | 299'780 CHF | 100.00% | 100.00% |
10.12.2024 | 0.24% | 4.33 CHF | 4.34 CHF | 125'000 | 125'000 | 70'267 | 70'267 | 301'074 CHF | 301'778 CHF | 100.00% | 100.00% |
09.12.2024 | 0.24% | 4.27 CHF | 4.28 CHF | 130'000 | 130'000 | 71'359 | 71'359 | 301'520 CHF | 302'235 CHF | 100.00% | 100.00% |
06.12.2024 | 0.24% | 4.23 CHF | 4.24 CHF | 130'000 | 130'000 | 71'367 | 71'367 | 302'141 CHF | 302'856 CHF | 100.00% | 100.00% |