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 | 0.40% | 2.50 CHF | 2.51 CHF | 200'000 | 200'000 | 199'655 | 199'655 | 500'551 CHF | 502'551 CHF | 99.31% | 99.31% |
18.12.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 500'838 CHF | 502'838 CHF | 96.18% | 96.18% |
17.12.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 492'136 CHF | 494'136 CHF | 99.38% | 99.38% |
16.12.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 494'834 CHF | 496'834 CHF | 100.00% | 100.00% |
13.12.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 487'121 CHF | 489'121 CHF | 100.00% | 100.00% |
12.12.2024 | 0.42% | 2.44 CHF | 2.45 CHF | 200'000 | 200'000 | 189'856 | 189'856 | 463'888 CHF | 465'809 CHF | 97.53% | 97.53% |
11.12.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 490'429 CHF | 492'429 CHF | 99.30% | 99.30% |
10.12.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 486'400 CHF | 488'400 CHF | 100.00% | 100.00% |
09.12.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 482'386 CHF | 484'386 CHF | 100.00% | 100.00% |
06.12.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 476'630 CHF | 478'630 CHF | 99.55% | 99.55% |