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 | 0.53% | 1.90 CHF | 1.91 CHF | 100'000 | 100'000 | 99'817 | 99'817 | 187'656 CHF | 188'656 CHF | 98.44% | 98.44% |
18.12.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 179'634 CHF | 180'634 CHF | 99.65% | 99.65% |
17.12.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 174'092 CHF | 175'092 CHF | 99.39% | 99.39% |
16.12.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 174'995 CHF | 175'995 CHF | 100.00% | 100.00% |
13.12.2024 | 0.60% | 1.71 CHF | 1.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 167'024 CHF | 168'024 CHF | 100.00% | 100.00% |
12.12.2024 | 0.65% | 1.66 CHF | 1.67 CHF | 100'000 | 100'000 | 95'804 | 95'541 | 156'926 CHF | 157'503 CHF | 97.51% | 97.51% |
11.12.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 167'051 CHF | 168'051 CHF | 99.33% | 99.33% |
10.12.2024 | 0.62% | 1.65 CHF | 1.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 161'019 CHF | 162'019 CHF | 100.00% | 100.00% |
09.12.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 156'789 CHF | 157'789 CHF | 100.00% | 100.00% |
06.12.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 161'506 CHF | 162'506 CHF | 99.55% | 99.55% |