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 | 0.99% | 1.01 CHF | 1.02 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 150'113 CHF | 151'613 CHF | 100.00% | 100.00% |
18.12.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 144'922 CHF | 146'422 CHF | 98.70% | 98.70% |
17.12.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 144'749 CHF | 146'249 CHF | 100.00% | 100.00% |
16.12.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 145'051 CHF | 146'551 CHF | 100.00% | 100.00% |
13.12.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 142'684 CHF | 144'184 CHF | 100.00% | 100.00% |
12.12.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 142'111 CHF | 143'611 CHF | 98.09% | 98.09% |
11.12.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 142'805 CHF | 144'305 CHF | 99.74% | 99.74% |
10.12.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 144'099 CHF | 145'599 CHF | 100.00% | 100.00% |
09.12.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 143'720 CHF | 145'220 CHF | 100.00% | 100.00% |
06.12.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 144'636 CHF | 146'136 CHF | 100.00% | 100.00% |