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 | 0.98% | 1.01 CHF | 1.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 505'638 CHF | 510'638 CHF | 99.86% | 99.86% |
18.12.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 500'000 | 500'000 | 499'856 | 499'856 | 505'195 CHF | 510'195 CHF | 99.17% | 99.17% |
17.12.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 499'055 CHF | 504'055 CHF | 100.00% | 100.00% |
16.12.2024 | 0.99% | 1.00 CHF | 1.01 CHF | 500'000 | 500'000 | 499'760 | 499'760 | 500'877 CHF | 505'877 CHF | 99.95% | 99.95% |
13.12.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 500'000 | 500'000 | 499'639 | 499'639 | 494'789 CHF | 499'789 CHF | 100.00% | 100.00% |
12.12.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 500'000 | 500'000 | 499'455 | 499'455 | 494'919 CHF | 499'917 CHF | 100.00% | 100.00% |
11.12.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 500'000 | 500'000 | 499'169 | 499'169 | 496'444 CHF | 501'444 CHF | 100.00% | 100.00% |
10.12.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 500'000 | 500'000 | 499'000 | 499'000 | 493'226 CHF | 498'216 CHF | 100.00% | 100.00% |
09.12.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 495'000 | 495'000 | 497'294 | 497'294 | 489'395 CHF | 494'368 CHF | 100.00% | 100.00% |
06.12.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 495'000 | 495'000 | 495'000 | 495'000 | 482'977 CHF | 487'927 CHF | 97.26% | 97.26% |