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 | 1.43% | 0.70 CHF | 0.71 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 103'968 CHF | 105'468 CHF | 100.00% | 100.00% |
18.12.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 98'890 CHF | 100'390 CHF | 98.72% | 98.72% |
17.12.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 98'376 CHF | 99'876 CHF | 100.00% | 100.00% |
16.12.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 98'728 CHF | 100'228 CHF | 100.00% | 100.00% |
13.12.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 96'426 CHF | 97'926 CHF | 100.00% | 100.00% |
12.12.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 95'809 CHF | 97'309 CHF | 98.06% | 98.06% |
11.12.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 96'713 CHF | 98'213 CHF | 99.74% | 99.74% |
10.12.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 97'751 CHF | 99'251 CHF | 100.00% | 100.00% |
09.12.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 97'397 CHF | 98'897 CHF | 100.00% | 100.00% |
06.12.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 98'450 CHF | 99'950 CHF | 100.00% | 100.00% |