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 | 0.59% | 1.73 CHF | 1.74 CHF | 100'000 | 100'000 | 99'817 | 99'817 | 170'290 CHF | 171'290 CHF | 98.44% | 98.44% |
18.12.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 162'289 CHF | 163'289 CHF | 99.65% | 99.65% |
17.12.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 156'722 CHF | 157'722 CHF | 99.39% | 99.39% |
16.12.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 157'669 CHF | 158'669 CHF | 100.00% | 100.00% |
13.12.2024 | 0.67% | 1.54 CHF | 1.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 149'672 CHF | 150'672 CHF | 100.00% | 100.00% |
12.12.2024 | 0.73% | 1.49 CHF | 1.50 CHF | 100'000 | 100'000 | 95'803 | 95'541 | 140'285 CHF | 140'903 CHF | 97.51% | 97.51% |
11.12.2024 | 0.67% | 1.45 CHF | 1.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 149'664 CHF | 150'664 CHF | 99.33% | 99.33% |
10.12.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 143'799 CHF | 144'799 CHF | 100.00% | 100.00% |
09.12.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 139'479 CHF | 140'479 CHF | 100.00% | 100.00% |
06.12.2024 | 0.69% | 1.43 CHF | 1.44 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 144'181 CHF | 145'181 CHF | 99.55% | 99.55% |