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 | 0.34% | 2.92 CHF | 2.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 872'663 CHF | 291'888 CHF | 99.12% | 99.12% |
18.12.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 884'882 CHF | 295'961 CHF | 99.41% | 99.41% |
17.12.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 886'877 CHF | 296'626 CHF | 99.01% | 99.01% |
16.12.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 887'579 CHF | 296'860 CHF | 99.41% | 99.41% |
13.12.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 895'602 CHF | 299'534 CHF | 99.15% | 99.15% |
12.12.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 872'022 CHF | 291'674 CHF | 99.36% | 99.36% |
11.12.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 875'347 CHF | 292'782 CHF | 99.10% | 99.10% |
10.12.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 877'090 CHF | 293'363 CHF | 98.45% | 98.45% |
09.12.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 896'209 CHF | 299'736 CHF | 99.43% | 99.43% |
06.12.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 890'941 CHF | 297'980 CHF | 99.40% | 99.40% |