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 | 0.29% | 3.57 CHF | 3.58 CHF | 125'000 | 125'000 | 68'735 | 68'735 | 245'842 CHF | 246'531 CHF | 100.00% | 100.00% |
18.12.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 125'000 | 125'000 | 68'796 | 68'796 | 259'308 CHF | 259'998 CHF | 99.45% | 99.45% |
17.12.2024 | 0.27% | 3.81 CHF | 3.82 CHF | 125'000 | 125'000 | 68'757 | 68'757 | 258'019 CHF | 258'708 CHF | 100.00% | 100.00% |
16.12.2024 | 0.28% | 3.69 CHF | 3.70 CHF | 125'000 | 125'000 | 68'701 | 68'701 | 252'753 CHF | 253'442 CHF | 100.00% | 100.00% |
13.12.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 125'000 | 125'000 | 68'635 | 68'635 | 255'527 CHF | 256'216 CHF | 100.00% | 100.00% |
12.12.2024 | 0.28% | 3.81 CHF | 3.82 CHF | 125'000 | 125'000 | 68'704 | 68'704 | 254'539 CHF | 255'228 CHF | 100.00% | 100.00% |
11.12.2024 | 0.29% | 3.69 CHF | 3.70 CHF | 125'000 | 125'000 | 69'893 | 69'893 | 251'552 CHF | 252'253 CHF | 100.00% | 100.00% |
10.12.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 125'000 | 125'000 | 70'267 | 70'267 | 253'048 CHF | 253'752 CHF | 100.00% | 100.00% |
09.12.2024 | 0.29% | 3.59 CHF | 3.60 CHF | 130'000 | 130'000 | 71'362 | 71'362 | 252'879 CHF | 253'593 CHF | 100.00% | 100.00% |
06.12.2024 | 0.29% | 3.55 CHF | 3.56 CHF | 130'000 | 130'000 | 71'371 | 71'371 | 253'599 CHF | 254'314 CHF | 100.00% | 100.00% |