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 | 1.95% | 0.50 CHF | 0.51 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 76'156 CHF | 77'656 CHF | 100.00% | 100.00% |
18.12.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 81'376 CHF | 82'876 CHF | 98.73% | 98.73% |
17.12.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 81'743 CHF | 83'243 CHF | 100.00% | 100.00% |
16.12.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 81'483 CHF | 82'983 CHF | 100.00% | 100.00% |
13.12.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 83'972 CHF | 85'472 CHF | 100.00% | 100.00% |
12.12.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 84'949 CHF | 86'449 CHF | 98.05% | 98.05% |
11.12.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 84'327 CHF | 85'827 CHF | 99.74% | 99.74% |
10.12.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 83'179 CHF | 84'679 CHF | 100.00% | 100.00% |
09.12.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 83'456 CHF | 84'956 CHF | 100.00% | 100.00% |
06.12.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 82'935 CHF | 84'435 CHF | 100.00% | 100.00% |