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 | 0.84% | 1.20 CHF | 1.21 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 178'643 CHF | 180'143 CHF | 100.00% | 100.00% |
18.12.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 173'464 CHF | 174'964 CHF | 98.72% | 98.72% |
17.12.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 173'271 CHF | 174'771 CHF | 100.00% | 100.00% |
16.12.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 173'572 CHF | 175'072 CHF | 100.00% | 100.00% |
13.12.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 171'199 CHF | 172'699 CHF | 100.00% | 100.00% |
12.12.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 170'677 CHF | 172'177 CHF | 98.07% | 98.07% |
11.12.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 171'406 CHF | 172'906 CHF | 99.74% | 99.74% |
10.12.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 172'635 CHF | 174'135 CHF | 100.00% | 100.00% |
09.12.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 172'231 CHF | 173'731 CHF | 100.00% | 100.00% |
06.12.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 173'278 CHF | 174'778 CHF | 100.00% | 100.00% |