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 | 1.54% | 0.63 CHF | 0.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 48'371 CHF | 49'121 CHF | 100.00% | 100.00% |
18.12.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 53'711 CHF | 54'461 CHF | 98.71% | 98.71% |
17.12.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'058 CHF | 54'808 CHF | 100.00% | 100.00% |
16.12.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 53'845 CHF | 54'595 CHF | 100.00% | 100.00% |
13.12.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'374 CHF | 57'124 CHF | 100.00% | 100.00% |
12.12.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'327 CHF | 58'077 CHF | 98.05% | 98.05% |
11.12.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'628 CHF | 57'378 CHF | 99.74% | 99.74% |
10.12.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'408 CHF | 56'158 CHF | 100.00% | 100.00% |
09.12.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'774 CHF | 56'524 CHF | 100.00% | 100.00% |
06.12.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'198 CHF | 55'948 CHF | 100.00% | 100.00% |