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 | 1.00% | 1.54 CHF | 1.55 CHF | 75'000 | 75'000 | 70'384 | 70'384 | 106'593 CHF | 107'622 CHF | 99.39% | 99.39% |
18.12.2024 | 0.98% | 1.62 CHF | 1.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 122'479 CHF | 123'682 CHF | 100.00% | 100.00% |
17.12.2024 | 0.90% | 1.65 CHF | 1.66 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 126'243 CHF | 127'379 CHF | 98.93% | 98.93% |
16.12.2024 | 0.87% | 1.70 CHF | 1.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 127'710 CHF | 128'820 CHF | 99.37% | 99.37% |
13.12.2024 | 0.84% | 1.72 CHF | 1.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 132'274 CHF | 133'384 CHF | 99.37% | 99.37% |
12.12.2024 | 0.89% | 1.72 CHF | 1.74 CHF | 75'000 | 75'000 | 72'151 | 71'969 | 125'311 CHF | 126'075 CHF | 97.38% | 97.38% |
11.12.2024 | 0.89% | 1.76 CHF | 1.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 130'729 CHF | 131'891 CHF | 99.05% | 99.05% |
10.12.2024 | 0.84% | 1.71 CHF | 1.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 129'149 CHF | 130'242 CHF | 100.00% | 100.00% |
09.12.2024 | 0.83% | 1.71 CHF | 1.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 130'029 CHF | 131'115 CHF | 100.00% | 100.00% |
06.12.2024 | 0.91% | 1.68 CHF | 1.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 127'573 CHF | 128'736 CHF | 99.40% | 99.40% |