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% | 2.11 CHF | 2.13 CHF | 75'000 | 75'000 | 70'384 | 70'384 | 147'087 CHF | 148'112 CHF | 99.39% | 99.39% |
18.12.2024 | 0.63% | 2.20 CHF | 2.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 165'682 CHF | 166'729 CHF | 100.00% | 100.00% |
17.12.2024 | 0.66% | 2.22 CHF | 2.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 169'379 CHF | 170'493 CHF | 98.93% | 98.93% |
16.12.2024 | 0.64% | 2.28 CHF | 2.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 170'820 CHF | 171'912 CHF | 99.37% | 99.37% |
13.12.2024 | 0.65% | 2.30 CHF | 2.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 175'311 CHF | 176'460 CHF | 99.37% | 99.37% |
12.12.2024 | 0.68% | 2.30 CHF | 2.31 CHF | 75'000 | 75'000 | 72'151 | 71'969 | 166'749 CHF | 167'427 CHF | 97.38% | 97.38% |
11.12.2024 | 0.67% | 2.33 CHF | 2.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 173'765 CHF | 174'930 CHF | 99.05% | 99.05% |
10.12.2024 | 0.61% | 2.28 CHF | 2.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 172'242 CHF | 173'297 CHF | 100.00% | 100.00% |
09.12.2024 | 0.62% | 2.29 CHF | 2.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 173'115 CHF | 174'189 CHF | 100.00% | 100.00% |
06.12.2024 | 0.65% | 2.25 CHF | 2.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 170'642 CHF | 171'752 CHF | 99.40% | 99.40% |