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 | 0.46% | 2.19 CHF | 2.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 654'736 CHF | 219'245 CHF | 99.12% | 99.12% |
18.12.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 666'012 CHF | 223'004 CHF | 99.41% | 99.41% |
17.12.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 667'332 CHF | 223'444 CHF | 99.00% | 99.00% |
16.12.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 668'901 CHF | 223'967 CHF | 99.41% | 99.41% |
13.12.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 676'968 CHF | 226'656 CHF | 99.15% | 99.15% |
12.12.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 654'727 CHF | 219'242 CHF | 99.36% | 99.36% |
11.12.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 658'904 CHF | 220'635 CHF | 99.11% | 99.11% |
10.12.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 661'084 CHF | 221'361 CHF | 98.45% | 98.45% |
09.12.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 679'567 CHF | 227'522 CHF | 99.43% | 99.43% |
06.12.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 674'540 CHF | 225'847 CHF | 99.40% | 99.40% |