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 | 1.17% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 99'817 | 99'817 | 85'466 CHF | 86'466 CHF | 98.44% | 98.44% |
18.12.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'130 CHF | 95'130 CHF | 99.65% | 99.65% |
17.12.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'757 CHF | 100'757 CHF | 99.39% | 99.39% |
16.12.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'005 CHF | 100'005 CHF | 100.00% | 100.00% |
13.12.2024 | 0.93% | 1.03 CHF | 1.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 107'328 CHF | 108'328 CHF | 100.00% | 100.00% |
12.12.2024 | 0.96% | 1.08 CHF | 1.09 CHF | 100'000 | 100'000 | 95'979 | 95'541 | 106'169 CHF | 106'644 CHF | 97.51% | 97.51% |
11.12.2024 | 0.93% | 1.12 CHF | 1.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 107'460 CHF | 108'460 CHF | 99.33% | 99.33% |
10.12.2024 | 0.88% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 113'621 CHF | 114'621 CHF | 100.00% | 100.00% |
09.12.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 118'049 CHF | 119'049 CHF | 100.00% | 100.00% |
06.12.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 113'494 CHF | 114'494 CHF | 99.55% | 99.55% |