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 | 1.28% | 0.77 CHF | 0.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 467'272 CHF | 157'757 CHF | 96.26% | 96.26% |
18.12.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 477'465 CHF | 161'155 CHF | 95.29% | 95.29% |
17.12.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 481'405 CHF | 162'468 CHF | 97.41% | 97.41% |
16.12.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 473'176 CHF | 159'725 CHF | 98.82% | 98.82% |
13.12.2024 | 1.10% | 0.89 CHF | 0.90 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 544'531 CHF | 183'510 CHF | 98.64% | 98.64% |
12.12.2024 | 1.21% | 0.85 CHF | 0.86 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 493'890 CHF | 166'630 CHF | 98.50% | 98.50% |
11.12.2024 | 1.21% | 0.80 CHF | 0.81 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 493'763 CHF | 166'588 CHF | 95.71% | 95.71% |
10.12.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 503'267 CHF | 169'756 CHF | 97.58% | 97.58% |
09.12.2024 | 1.23% | 0.84 CHF | 0.85 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 484'319 CHF | 163'440 CHF | 97.98% | 97.98% |
06.12.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 442'931 CHF | 149'644 CHF | 98.61% | 98.61% |