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 | 0.64% | 1.58 CHF | 1.59 CHF | 100'000 | 100'000 | 99'817 | 99'817 | 155'091 CHF | 156'091 CHF | 98.44% | 98.44% |
18.12.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 147'106 CHF | 148'106 CHF | 99.65% | 99.65% |
17.12.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 141'481 CHF | 142'481 CHF | 99.39% | 99.39% |
16.12.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 142'368 CHF | 143'368 CHF | 100.00% | 100.00% |
13.12.2024 | 0.74% | 1.39 CHF | 1.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 134'390 CHF | 135'390 CHF | 100.00% | 100.00% |
12.12.2024 | 0.81% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 95'973 | 95'541 | 125'866 CHF | 126'317 CHF | 97.51% | 97.51% |
11.12.2024 | 0.74% | 1.30 CHF | 1.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 134'303 CHF | 135'303 CHF | 99.33% | 99.33% |
10.12.2024 | 0.78% | 1.32 CHF | 1.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 128'379 CHF | 129'379 CHF | 100.00% | 100.00% |
09.12.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 124'165 CHF | 125'165 CHF | 100.00% | 100.00% |
06.12.2024 | 0.77% | 1.27 CHF | 1.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 128'805 CHF | 129'805 CHF | 99.55% | 99.55% |