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 | 1.08% | 0.93 CHF | 0.94 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 460'941 CHF | 93'188 CHF | 99.27% | 99.27% |
18.12.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 491'502 CHF | 99'301 CHF | 99.27% | 99.27% |
17.12.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 503'427 CHF | 101'685 CHF | 99.27% | 99.27% |
16.12.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 508'444 CHF | 102'689 CHF | 99.27% | 99.27% |
13.12.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 522'934 CHF | 105'587 CHF | 99.27% | 99.27% |
12.12.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 517'082 CHF | 104'416 CHF | 98.92% | 98.92% |
11.12.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 518'477 CHF | 104'695 CHF | 99.19% | 99.19% |
10.12.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 513'187 CHF | 103'637 CHF | 99.27% | 99.27% |
09.12.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 516'029 CHF | 104'206 CHF | 99.27% | 99.27% |
06.12.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 507'647 CHF | 102'529 CHF | 99.27% | 99.27% |