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 | 2.36% | 0.41 CHF | 0.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 31'397 CHF | 32'147 CHF | 100.00% | 100.00% |
18.12.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 36'804 CHF | 37'554 CHF | 98.70% | 98.70% |
17.12.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 37'028 CHF | 37'778 CHF | 100.00% | 100.00% |
16.12.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 36'995 CHF | 37'745 CHF | 100.00% | 100.00% |
13.12.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 39'375 CHF | 40'125 CHF | 100.00% | 100.00% |
12.12.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 40'264 CHF | 41'014 CHF | 98.08% | 98.08% |
11.12.2024 | 1.88% | 0.54 CHF | 0.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 39'554 CHF | 40'304 CHF | 99.74% | 99.74% |
10.12.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 38'475 CHF | 39'225 CHF | 100.00% | 100.00% |
09.12.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 38'850 CHF | 39'600 CHF | 100.00% | 100.00% |
06.12.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 38'399 CHF | 39'149 CHF | 100.00% | 100.00% |