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 | 0.89% | 1.10 CHF | 1.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 83'751 CHF | 84'501 CHF | 100.00% | 100.00% |
18.12.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'125 CHF | 89'875 CHF | 98.72% | 98.72% |
17.12.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'424 CHF | 90'174 CHF | 100.00% | 100.00% |
16.12.2024 | 0.84% | 1.20 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 89'355 CHF | 90'105 CHF | 100.00% | 100.00% |
13.12.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'707 CHF | 92'457 CHF | 100.00% | 100.00% |
12.12.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 92'640 CHF | 93'390 CHF | 98.10% | 98.10% |
11.12.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'944 CHF | 92'694 CHF | 99.74% | 99.74% |
10.12.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'799 CHF | 91'549 CHF | 100.00% | 100.00% |
09.12.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'124 CHF | 91'874 CHF | 100.00% | 100.00% |
06.12.2024 | 0.83% | 1.22 CHF | 1.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'529 CHF | 91'279 CHF | 100.00% | 100.00% |