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 | 0.36% | 2.80 CHF | 2.81 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 694'278 CHF | 278'711 CHF | 99.38% | 99.38% |
18.12.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 673'442 CHF | 270'377 CHF | 99.37% | 99.37% |
17.12.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 659'503 CHF | 264'801 CHF | 99.36% | 99.36% |
16.12.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 661'673 CHF | 265'669 CHF | 99.38% | 99.38% |
13.12.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 641'666 CHF | 257'666 CHF | 99.38% | 99.38% |
12.12.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 632'953 CHF | 254'181 CHF | 98.74% | 98.74% |
11.12.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 641'951 CHF | 257'780 CHF | 99.37% | 99.37% |
10.12.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 626'772 CHF | 251'709 CHF | 99.38% | 99.38% |
09.12.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 616'220 CHF | 247'488 CHF | 99.38% | 99.38% |
06.12.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 628'281 CHF | 252'312 CHF | 99.17% | 99.17% |