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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.12.2024 | 0.78% | 1.72 CHF | 1.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 128'564 CHF | 129'575 CHF | 100.00% | 100.00% |
20.12.2024 | 0.88% | 1.71 CHF | 1.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 123'188 CHF | 124'271 CHF | 98.88% | 98.88% |
19.12.2024 | 0.87% | 1.68 CHF | 1.69 CHF | 75'000 | 75'000 | 70'384 | 70'384 | 116'632 CHF | 117'607 CHF | 99.39% | 99.39% |
18.12.2024 | 0.80% | 1.77 CHF | 1.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 133'188 CHF | 134'262 CHF | 100.00% | 100.00% |
17.12.2024 | 0.83% | 1.79 CHF | 1.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 136'883 CHF | 138'021 CHF | 98.93% | 98.93% |
16.12.2024 | 0.83% | 1.84 CHF | 1.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 138'289 CHF | 139'442 CHF | 99.38% | 99.38% |
13.12.2024 | 0.79% | 1.86 CHF | 1.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 142'915 CHF | 144'051 CHF | 99.38% | 99.38% |
12.12.2024 | 0.89% | 1.86 CHF | 1.88 CHF | 75'000 | 75'000 | 72'151 | 71'969 | 135'479 CHF | 136'301 CHF | 97.38% | 97.38% |
11.12.2024 | 0.77% | 1.90 CHF | 1.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 141'363 CHF | 142'459 CHF | 99.05% | 99.05% |
10.12.2024 | 0.83% | 1.85 CHF | 1.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 139'696 CHF | 140'867 CHF | 100.00% | 100.00% |