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 | 0.28% | 3.66 CHF | 3.67 CHF | 125'000 | 125'000 | 68'728 | 68'728 | 252'345 CHF | 253'034 CHF | 100.00% | 100.00% |
18.12.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 125'000 | 125'000 | 68'747 | 68'747 | 265'600 CHF | 266'290 CHF | 99.43% | 99.43% |
17.12.2024 | 0.27% | 3.90 CHF | 3.91 CHF | 125'000 | 125'000 | 68'751 | 68'751 | 264'483 CHF | 265'172 CHF | 100.00% | 100.00% |
16.12.2024 | 0.27% | 3.78 CHF | 3.79 CHF | 125'000 | 125'000 | 68'560 | 68'560 | 258'702 CHF | 259'390 CHF | 99.71% | 99.71% |
13.12.2024 | 0.27% | 3.78 CHF | 3.79 CHF | 125'000 | 125'000 | 68'312 | 68'312 | 260'776 CHF | 261'462 CHF | 99.54% | 99.54% |
12.12.2024 | 0.27% | 3.90 CHF | 3.91 CHF | 125'000 | 125'000 | 68'222 | 68'222 | 259'138 CHF | 259'822 CHF | 99.08% | 99.08% |
11.12.2024 | 0.28% | 3.78 CHF | 3.79 CHF | 125'000 | 125'000 | 69'728 | 69'728 | 257'471 CHF | 258'171 CHF | 99.89% | 99.89% |
10.12.2024 | 0.28% | 3.73 CHF | 3.74 CHF | 125'000 | 125'000 | 70'137 | 70'137 | 259'097 CHF | 259'800 CHF | 99.76% | 99.76% |
09.12.2024 | 0.28% | 3.68 CHF | 3.69 CHF | 130'000 | 130'000 | 71'300 | 71'300 | 259'293 CHF | 260'007 CHF | 99.90% | 99.90% |
06.12.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 130'000 | 130'000 | 71'351 | 71'351 | 260'135 CHF | 260'850 CHF | 99.56% | 99.56% |