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 | 0.72% | 1.41 CHF | 1.42 CHF | 100'000 | 100'000 | 99'817 | 99'817 | 138'816 CHF | 139'815 CHF | 98.44% | 98.44% |
18.12.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 130'774 CHF | 131'774 CHF | 99.65% | 99.65% |
17.12.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 125'243 CHF | 126'243 CHF | 99.39% | 99.39% |
16.12.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 126'187 CHF | 127'187 CHF | 100.00% | 100.00% |
13.12.2024 | 0.84% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'106 CHF | 119'106 CHF | 100.00% | 100.00% |
12.12.2024 | 0.94% | 1.17 CHF | 1.18 CHF | 100'000 | 100'000 | 95'979 | 95'541 | 110'297 CHF | 110'820 CHF | 97.51% | 97.51% |
11.12.2024 | 0.84% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'129 CHF | 119'129 CHF | 99.33% | 99.33% |
10.12.2024 | 0.89% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 112'248 CHF | 113'248 CHF | 100.00% | 100.00% |
09.12.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 107'951 CHF | 108'951 CHF | 100.00% | 100.00% |
06.12.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 112'650 CHF | 113'650 CHF | 99.55% | 99.55% |