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 | 1.18% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'289 CHF | 64'039 CHF | 100.00% | 100.00% |
18.12.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'643 CHF | 69'393 CHF | 98.71% | 98.71% |
17.12.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'935 CHF | 69'685 CHF | 100.00% | 100.00% |
16.12.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'734 CHF | 69'484 CHF | 100.00% | 100.00% |
13.12.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'282 CHF | 72'032 CHF | 100.00% | 100.00% |
12.12.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'205 CHF | 72'955 CHF | 98.08% | 98.08% |
11.12.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'473 CHF | 72'223 CHF | 99.74% | 99.74% |
10.12.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'284 CHF | 71'034 CHF | 100.00% | 100.00% |
09.12.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'617 CHF | 71'367 CHF | 100.00% | 100.00% |
06.12.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'144 CHF | 70'894 CHF | 100.00% | 100.00% |