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 | 3.07% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 48'196 CHF | 49'696 CHF | 100.00% | 100.00% |
18.12.2024 | 3.43% | 0.29 CHF | 0.30 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 43'050 CHF | 44'550 CHF | 98.73% | 98.73% |
17.12.2024 | 3.45% | 0.28 CHF | 0.29 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 42'795 CHF | 44'295 CHF | 100.00% | 100.00% |
16.12.2024 | 3.42% | 0.28 CHF | 0.29 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 43'075 CHF | 44'575 CHF | 100.00% | 100.00% |
13.12.2024 | 3.62% | 0.28 CHF | 0.29 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 40'690 CHF | 42'190 CHF | 100.00% | 100.00% |
12.12.2024 | 3.67% | 0.27 CHF | 0.28 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 40'123 CHF | 41'623 CHF | 98.07% | 98.07% |
11.12.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 40'811 CHF | 42'311 CHF | 99.74% | 99.74% |
10.12.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 42'094 CHF | 43'594 CHF | 100.00% | 100.00% |
09.12.2024 | 3.53% | 0.28 CHF | 0.29 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 41'714 CHF | 43'214 CHF | 100.00% | 100.00% |
06.12.2024 | 3.46% | 0.28 CHF | 0.29 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 42'572 CHF | 44'072 CHF | 100.00% | 100.00% |