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 | 0.26% | 3.79 CHF | 3.80 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 854'454 CHF | 285'568 CHF | 99.43% | 99.43% |
18.12.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 901'078 CHF | 301'109 CHF | 99.42% | 99.42% |
17.12.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 893'430 CHF | 298'560 CHF | 99.44% | 99.44% |
16.12.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 877'823 CHF | 293'358 CHF | 99.30% | 99.30% |
13.12.2024 | 0.25% | 3.91 CHF | 3.92 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 887'889 CHF | 296'713 CHF | 99.29% | 99.29% |
12.12.2024 | 0.26% | 4.02 CHF | 4.03 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 878'429 CHF | 293'560 CHF | 99.44% | 99.44% |
11.12.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 855'855 CHF | 286'035 CHF | 99.44% | 99.44% |
10.12.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 855'846 CHF | 286'032 CHF | 99.43% | 99.43% |
09.12.2024 | 0.27% | 3.81 CHF | 3.82 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 844'782 CHF | 282'344 CHF | 99.43% | 99.43% |
06.12.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 846'587 CHF | 282'946 CHF | 99.33% | 99.33% |