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 | 0.49% | 2.06 CHF | 2.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 606'074 CHF | 203'025 CHF | 97.97% | 97.97% |
23.12.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 588'415 CHF | 197'138 CHF | 98.13% | 98.13% |
20.12.2024 | 0.53% | 1.95 CHF | 1.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 565'153 CHF | 189'384 CHF | 99.44% | 99.44% |
19.12.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 591'363 CHF | 198'121 CHF | 99.12% | 99.12% |
18.12.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 602'388 CHF | 201'796 CHF | 99.40% | 99.40% |
17.12.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 603'420 CHF | 202'140 CHF | 99.01% | 99.01% |
16.12.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 605'297 CHF | 202'766 CHF | 99.41% | 99.41% |
13.12.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 613'197 CHF | 205'399 CHF | 99.15% | 99.15% |
12.12.2024 | 0.51% | 1.96 CHF | 1.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 591'446 CHF | 198'149 CHF | 99.36% | 99.36% |
11.12.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 595'902 CHF | 199'634 CHF | 99.11% | 99.11% |