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 | 0.59% | 1.72 CHF | 1.73 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 423'187 CHF | 170'275 CHF | 99.38% | 99.38% |
18.12.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 402'200 CHF | 161'880 CHF | 99.38% | 99.38% |
17.12.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 388'418 CHF | 156'367 CHF | 99.35% | 99.35% |
16.12.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 390'461 CHF | 157'185 CHF | 99.38% | 99.38% |
13.12.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 370'251 CHF | 149'100 CHF | 99.38% | 99.38% |
12.12.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 361'720 CHF | 145'688 CHF | 98.74% | 98.74% |
11.12.2024 | 0.67% | 1.44 CHF | 1.45 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 370'363 CHF | 149'145 CHF | 99.37% | 99.37% |
10.12.2024 | 0.70% | 1.46 CHF | 1.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 355'293 CHF | 143'117 CHF | 99.38% | 99.38% |
09.12.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 344'655 CHF | 138'862 CHF | 99.38% | 99.38% |
06.12.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 356'626 CHF | 143'650 CHF | 99.17% | 99.17% |