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 | 0.28% | 3.59 CHF | 3.60 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 810'262 CHF | 270'837 CHF | 99.43% | 99.43% |
18.12.2024 | 0.26% | 3.77 CHF | 3.78 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 856'863 CHF | 286'371 CHF | 99.43% | 99.43% |
17.12.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 849'200 CHF | 283'817 CHF | 99.42% | 99.42% |
16.12.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 833'767 CHF | 278'672 CHF | 99.30% | 99.30% |
13.12.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 843'879 CHF | 282'043 CHF | 99.30% | 99.30% |
12.12.2024 | 0.27% | 3.83 CHF | 3.84 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 834'672 CHF | 278'974 CHF | 99.44% | 99.44% |
11.12.2024 | 0.28% | 3.71 CHF | 3.72 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 812'224 CHF | 271'491 CHF | 99.42% | 99.42% |
10.12.2024 | 0.28% | 3.66 CHF | 3.67 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 812'390 CHF | 271'547 CHF | 99.43% | 99.43% |
09.12.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 801'447 CHF | 267'899 CHF | 99.43% | 99.43% |
06.12.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 803'231 CHF | 268'494 CHF | 99.33% | 99.33% |