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 | 1.94% | 0.50 CHF | 0.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 38'234 CHF | 38'984 CHF | 100.00% | 100.00% |
18.12.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 43'654 CHF | 44'404 CHF | 98.70% | 98.70% |
17.12.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 43'855 CHF | 44'605 CHF | 100.00% | 100.00% |
16.12.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 43'789 CHF | 44'539 CHF | 100.00% | 100.00% |
13.12.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 46'216 CHF | 46'966 CHF | 100.00% | 100.00% |
12.12.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 47'113 CHF | 47'863 CHF | 98.08% | 98.08% |
11.12.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 46'384 CHF | 47'134 CHF | 99.74% | 99.74% |
10.12.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 45'266 CHF | 46'016 CHF | 100.00% | 100.00% |
09.12.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 45'634 CHF | 46'384 CHF | 100.00% | 100.00% |
06.12.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 45'259 CHF | 46'009 CHF | 100.00% | 100.00% |