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% | 3.10 CHF | 3.11 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 498'500 CHF | 500'000 CHF | 100.00% | 100.00% |
18.12.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 150'000 | 150'000 | 149'947 | 149'947 | 565'476 CHF | 566'976 CHF | 100.00% | 100.00% |
17.12.2024 | 0.27% | 3.78 CHF | 3.79 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 563'462 CHF | 564'962 CHF | 99.99% | 99.99% |
16.12.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 150'000 | 150'000 | 149'919 | 149'919 | 584'024 CHF | 585'524 CHF | 99.89% | 99.89% |
13.12.2024 | 0.25% | 3.86 CHF | 3.87 CHF | 150'000 | 150'000 | 149'878 | 149'878 | 589'716 CHF | 591'216 CHF | 100.00% | 100.00% |
12.12.2024 | 0.23% | 4.07 CHF | 4.08 CHF | 150'000 | 150'000 | 149'885 | 149'885 | 657'249 CHF | 658'749 CHF | 100.00% | 100.00% |
11.12.2024 | 0.23% | 4.52 CHF | 4.53 CHF | 150'000 | 150'000 | 149'719 | 149'719 | 654'415 CHF | 655'915 CHF | 99.91% | 99.91% |
10.12.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 660'220 CHF | 661'720 CHF | 100.00% | 100.00% |
09.12.2024 | 0.23% | 4.47 CHF | 4.48 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 649'731 CHF | 651'231 CHF | 100.00% | 100.00% |
06.12.2024 | 0.24% | 4.06 CHF | 4.07 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 613'685 CHF | 615'185 CHF | 98.97% | 98.97% |