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 | 1.77% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 336'448 CHF | 114'149 CHF | 96.27% | 96.27% |
18.12.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 346'120 CHF | 117'373 CHF | 95.29% | 95.29% |
17.12.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 349'775 CHF | 118'592 CHF | 97.41% | 97.41% |
16.12.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 341'796 CHF | 115'932 CHF | 98.82% | 98.82% |
13.12.2024 | 1.44% | 0.67 CHF | 0.68 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 413'177 CHF | 139'726 CHF | 98.64% | 98.64% |
12.12.2024 | 1.64% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 363'178 CHF | 123'059 CHF | 98.50% | 98.50% |
11.12.2024 | 1.64% | 0.58 CHF | 0.59 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 363'698 CHF | 123'233 CHF | 95.72% | 95.72% |
10.12.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 373'514 CHF | 126'505 CHF | 97.58% | 97.58% |
09.12.2024 | 1.68% | 0.62 CHF | 0.63 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 353'925 CHF | 119'975 CHF | 97.99% | 97.99% |
06.12.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 313'288 CHF | 106'429 CHF | 98.61% | 98.61% |