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 | 1.52% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 99'817 | 99'817 | 65'394 CHF | 66'394 CHF | 98.44% | 98.44% |
18.12.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'009 CHF | 75'009 CHF | 99.65% | 99.65% |
17.12.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 79'636 CHF | 80'636 CHF | 99.39% | 99.39% |
16.12.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 78'869 CHF | 79'869 CHF | 100.00% | 100.00% |
13.12.2024 | 1.14% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'328 CHF | 88'328 CHF | 100.00% | 100.00% |
12.12.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 100'000 | 100'000 | 96'448 | 95'541 | 87'376 CHF | 87'477 CHF | 97.51% | 97.51% |
11.12.2024 | 1.14% | 0.92 CHF | 0.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 87'460 CHF | 88'460 CHF | 99.33% | 99.33% |
10.12.2024 | 1.06% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'621 CHF | 94'621 CHF | 100.00% | 100.00% |
09.12.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 97'976 CHF | 98'976 CHF | 100.00% | 100.00% |
06.12.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'406 CHF | 94'406 CHF | 99.55% | 99.55% |