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 | 0.82% | 1.90 CHF | 1.92 CHF | 75'000 | 75'000 | 70'384 | 70'384 | 132'341 CHF | 133'385 CHF | 99.39% | 99.39% |
18.12.2024 | 0.76% | 1.99 CHF | 2.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 149'964 CHF | 151'114 CHF | 100.00% | 100.00% |
17.12.2024 | 0.69% | 2.02 CHF | 2.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 153'719 CHF | 154'789 CHF | 98.93% | 98.93% |
16.12.2024 | 0.70% | 2.07 CHF | 2.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 155'123 CHF | 156'210 CHF | 99.37% | 99.37% |
13.12.2024 | 0.64% | 2.09 CHF | 2.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 159'742 CHF | 160'774 CHF | 99.37% | 99.37% |
12.12.2024 | 0.74% | 2.09 CHF | 2.10 CHF | 75'000 | 75'000 | 72'151 | 71'969 | 151'694 CHF | 152'388 CHF | 97.38% | 97.38% |
11.12.2024 | 0.69% | 2.13 CHF | 2.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 158'141 CHF | 159'229 CHF | 99.05% | 99.05% |
10.12.2024 | 0.70% | 2.07 CHF | 2.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 156'551 CHF | 157'649 CHF | 100.00% | 100.00% |
09.12.2024 | 0.70% | 2.08 CHF | 2.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 157'431 CHF | 158'529 CHF | 100.00% | 100.00% |
06.12.2024 | 0.70% | 2.04 CHF | 2.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 154'986 CHF | 156'073 CHF | 99.40% | 99.40% |