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 | 1.89% | 0.53 CHF | 0.54 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 78'425 CHF | 79'925 CHF | 100.00% | 100.00% |
18.12.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 73'355 CHF | 74'855 CHF | 98.72% | 98.72% |
17.12.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 72'841 CHF | 74'341 CHF | 100.00% | 100.00% |
16.12.2024 | 2.03% | 0.48 CHF | 0.49 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 73'188 CHF | 74'688 CHF | 100.00% | 100.00% |
13.12.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 70'845 CHF | 72'345 CHF | 100.00% | 100.00% |
12.12.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 70'285 CHF | 71'785 CHF | 98.10% | 98.10% |
11.12.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 71'144 CHF | 72'644 CHF | 99.74% | 99.74% |
10.12.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 72'226 CHF | 73'726 CHF | 100.00% | 100.00% |
09.12.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 71'820 CHF | 73'320 CHF | 100.00% | 100.00% |
06.12.2024 | 2.04% | 0.48 CHF | 0.49 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 72'899 CHF | 74'399 CHF | 100.00% | 100.00% |