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 | 0.22% | 4.61 CHF | 4.62 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 205'987 CHF | 206'437 CHF | 99.90% | 99.90% |
18.12.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 201'259 CHF | 201'709 CHF | 96.57% | 96.57% |
17.12.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 198'104 CHF | 198'554 CHF | 100.00% | 100.00% |
16.12.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 198'594 CHF | 199'044 CHF | 100.00% | 100.00% |
13.12.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 194'112 CHF | 194'562 CHF | 100.00% | 100.00% |
12.12.2024 | 0.23% | 4.30 CHF | 4.31 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 192'142 CHF | 192'592 CHF | 100.00% | 100.00% |
11.12.2024 | 0.23% | 4.26 CHF | 4.27 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 194'159 CHF | 194'609 CHF | 100.00% | 100.00% |
10.12.2024 | 0.24% | 4.28 CHF | 4.29 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 190'755 CHF | 191'205 CHF | 98.56% | 98.56% |
09.12.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 188'361 CHF | 188'811 CHF | 100.00% | 100.00% |
06.12.2024 | 0.24% | 4.23 CHF | 4.24 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 190'995 CHF | 191'445 CHF | 100.00% | 100.00% |