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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.12.2024 | 0.41% | 2.49 CHF | 2.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 735'349 CHF | 246'116 CHF | 97.98% | 97.98% |
23.12.2024 | 0.42% | 2.40 CHF | 2.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 716'742 CHF | 239'914 CHF | 98.13% | 98.13% |
20.12.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 692'982 CHF | 231'994 CHF | 99.44% | 99.44% |
19.12.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 719'587 CHF | 240'862 CHF | 99.12% | 99.12% |
18.12.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 731'170 CHF | 244'723 CHF | 99.41% | 99.41% |
17.12.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 732'658 CHF | 245'219 CHF | 99.01% | 99.01% |
16.12.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 733'967 CHF | 245'656 CHF | 99.41% | 99.41% |
13.12.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 741'985 CHF | 248'328 CHF | 99.15% | 99.15% |
12.12.2024 | 0.42% | 2.38 CHF | 2.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 719'364 CHF | 240'788 CHF | 99.36% | 99.36% |
11.12.2024 | 0.41% | 2.40 CHF | 2.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 723'396 CHF | 242'132 CHF | 99.11% | 99.11% |