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 | 0.27% | 3.80 CHF | 3.81 CHF | 125'000 | 125'000 | 68'728 | 68'728 | 261'483 CHF | 262'172 CHF | 100.00% | 100.00% |
18.12.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 125'000 | 125'000 | 68'765 | 68'765 | 274'761 CHF | 275'451 CHF | 99.45% | 99.45% |
17.12.2024 | 0.26% | 4.03 CHF | 4.04 CHF | 125'000 | 125'000 | 68'752 | 68'752 | 273'618 CHF | 274'307 CHF | 100.00% | 100.00% |
16.12.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 125'000 | 125'000 | 68'672 | 68'672 | 268'239 CHF | 268'927 CHF | 100.00% | 100.00% |
13.12.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 125'000 | 125'000 | 68'574 | 68'574 | 270'855 CHF | 271'543 CHF | 100.00% | 100.00% |
12.12.2024 | 0.26% | 4.03 CHF | 4.04 CHF | 125'000 | 125'000 | 68'667 | 68'667 | 269'907 CHF | 270'596 CHF | 100.00% | 100.00% |
11.12.2024 | 0.27% | 3.92 CHF | 3.93 CHF | 125'000 | 125'000 | 69'792 | 69'792 | 266'839 CHF | 267'540 CHF | 100.00% | 100.00% |
10.12.2024 | 0.27% | 3.86 CHF | 3.87 CHF | 125'000 | 125'000 | 70'267 | 70'267 | 268'752 CHF | 269'456 CHF | 100.00% | 100.00% |
09.12.2024 | 0.27% | 3.81 CHF | 3.82 CHF | 130'000 | 130'000 | 71'358 | 71'358 | 268'791 CHF | 269'506 CHF | 100.00% | 100.00% |
06.12.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 130'000 | 130'000 | 71'365 | 71'365 | 269'435 CHF | 270'150 CHF | 100.00% | 100.00% |