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 | 0.83% | 6.06 CHF | 6.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 299'621 CHF | 302'121 CHF | 96.05% | 96.05% |
18.12.2024 | 0.88% | 5.69 CHF | 5.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 281'942 CHF | 284'442 CHF | 99.17% | 99.17% |
17.12.2024 | 0.88% | 5.60 CHF | 5.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 281'382 CHF | 283'882 CHF | 99.17% | 99.17% |
16.12.2024 | 0.88% | 5.58 CHF | 5.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 281'997 CHF | 284'497 CHF | 99.17% | 99.17% |
13.12.2024 | 0.91% | 5.56 CHF | 5.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 274'627 CHF | 277'127 CHF | 99.22% | 99.22% |
12.12.2024 | 0.92% | 5.48 CHF | 5.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 271'838 CHF | 274'338 CHF | 98.26% | 98.26% |
11.12.2024 | 0.91% | 5.44 CHF | 5.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 274'508 CHF | 277'008 CHF | 99.17% | 99.17% |
10.12.2024 | 0.89% | 5.58 CHF | 5.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 278'588 CHF | 281'088 CHF | 99.17% | 99.17% |
09.12.2024 | 0.90% | 5.55 CHF | 5.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 277'676 CHF | 280'176 CHF | 99.17% | 99.17% |
06.12.2024 | 0.89% | 5.54 CHF | 5.59 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 280'180 CHF | 282'680 CHF | 99.17% | 99.17% |