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 | 1.25% | 0.79 CHF | 0.80 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 397'492 CHF | 402'492 CHF | 99.87% | 99.87% |
18.12.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 500'000 | 500'000 | 499'866 | 499'866 | 396'574 CHF | 401'574 CHF | 99.13% | 99.13% |
17.12.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 390'037 CHF | 395'037 CHF | 100.00% | 100.00% |
16.12.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 500'000 | 500'000 | 499'739 | 499'739 | 391'943 CHF | 396'943 CHF | 99.91% | 99.91% |
13.12.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 500'000 | 500'000 | 499'618 | 499'618 | 385'830 CHF | 390'830 CHF | 100.00% | 100.00% |
12.12.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 500'000 | 500'000 | 499'465 | 499'465 | 388'296 CHF | 393'294 CHF | 100.00% | 100.00% |
11.12.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 500'000 | 500'000 | 499'192 | 499'192 | 389'240 CHF | 394'240 CHF | 100.00% | 100.00% |
10.12.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 500'000 | 500'000 | 499'001 | 499'001 | 385'813 CHF | 390'803 CHF | 100.00% | 100.00% |
09.12.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 495'000 | 495'000 | 497'294 | 497'294 | 381'647 CHF | 386'620 CHF | 100.00% | 100.00% |
06.12.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 495'000 | 495'000 | 495'000 | 495'000 | 375'919 CHF | 380'869 CHF | 100.00% | 100.00% |