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 | 1.33% | 4.19 CHF | 4.22 CHF | 100'000 | 100'000 | 37'963 | 37'963 | 159'691 CHF | 161'353 CHF | 96.30% | 96.30% |
18.12.2024 | 1.87% | 4.65 CHF | 4.70 CHF | 100'000 | 100'000 | 37'737 | 37'737 | 175'450 CHF | 178'115 CHF | 97.37% | 97.37% |
17.12.2024 | 1.91% | 4.77 CHF | 4.82 CHF | 100'000 | 100'000 | 37'605 | 37'605 | 174'672 CHF | 177'332 CHF | 98.07% | 98.07% |
16.12.2024 | 1.96% | 4.51 CHF | 4.56 CHF | 100'000 | 100'000 | 37'802 | 37'802 | 169'143 CHF | 171'811 CHF | 97.15% | 97.15% |
13.12.2024 | 1.92% | 4.51 CHF | 4.56 CHF | 100'000 | 100'000 | 37'387 | 37'387 | 171'153 CHF | 173'805 CHF | 99.51% | 99.51% |
12.12.2024 | 1.97% | 4.80 CHF | 4.85 CHF | 100'000 | 100'000 | 37'379 | 37'379 | 172'301 CHF | 174'952 CHF | 99.47% | 99.47% |
11.12.2024 | 1.23% | 4.57 CHF | 4.60 CHF | 100'000 | 100'000 | 37'398 | 37'398 | 164'240 CHF | 165'832 CHF | 99.43% | 99.43% |
10.12.2024 | 1.23% | 4.47 CHF | 4.50 CHF | 100'000 | 100'000 | 37'439 | 37'439 | 165'361 CHF | 166'954 CHF | 99.20% | 99.20% |
09.12.2024 | 1.25% | 4.38 CHF | 4.41 CHF | 100'000 | 100'000 | 37'539 | 37'539 | 160'423 CHF | 162'018 CHF | 98.65% | 98.65% |
06.12.2024 | 1.25% | 4.29 CHF | 4.32 CHF | 100'000 | 100'000 | 37'356 | 37'356 | 160'392 CHF | 161'982 CHF | 99.59% | 99.59% |