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 | 0.30% | 3.45 CHF | 3.46 CHF | 125'000 | 125'000 | 68'734 | 68'734 | 237'504 CHF | 238'193 CHF | 100.00% | 100.00% |
18.12.2024 | 0.28% | 3.63 CHF | 3.64 CHF | 125'000 | 125'000 | 68'795 | 68'795 | 251'068 CHF | 251'758 CHF | 99.45% | 99.45% |
17.12.2024 | 0.28% | 3.69 CHF | 3.70 CHF | 125'000 | 125'000 | 68'758 | 68'758 | 249'764 CHF | 250'452 CHF | 100.00% | 100.00% |
16.12.2024 | 0.29% | 3.57 CHF | 3.58 CHF | 125'000 | 125'000 | 68'699 | 68'699 | 244'508 CHF | 245'196 CHF | 100.00% | 100.00% |
13.12.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 125'000 | 125'000 | 68'630 | 68'630 | 247'307 CHF | 247'996 CHF | 100.00% | 100.00% |
12.12.2024 | 0.29% | 3.69 CHF | 3.70 CHF | 125'000 | 125'000 | 68'703 | 68'703 | 246'385 CHF | 247'074 CHF | 100.00% | 100.00% |
11.12.2024 | 0.30% | 3.57 CHF | 3.58 CHF | 125'000 | 125'000 | 69'889 | 69'889 | 243'233 CHF | 243'935 CHF | 100.00% | 100.00% |
10.12.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 125'000 | 125'000 | 70'266 | 70'266 | 244'736 CHF | 245'440 CHF | 100.00% | 100.00% |
09.12.2024 | 0.30% | 3.47 CHF | 3.48 CHF | 130'000 | 130'000 | 71'362 | 71'362 | 244'461 CHF | 245'176 CHF | 100.00% | 100.00% |
06.12.2024 | 0.30% | 3.43 CHF | 3.44 CHF | 130'000 | 130'000 | 71'370 | 71'370 | 245'177 CHF | 245'892 CHF | 100.00% | 100.00% |