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 | 0.22% | 4.50 CHF | 4.51 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 1'013'170 CHF | 338'473 CHF | 99.43% | 99.43% |
18.12.2024 | 0.21% | 4.67 CHF | 4.68 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 1'059'160 CHF | 353'805 CHF | 99.43% | 99.43% |
17.12.2024 | 0.21% | 4.73 CHF | 4.74 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 1'051'960 CHF | 351'405 CHF | 99.42% | 99.42% |
16.12.2024 | 0.22% | 4.61 CHF | 4.62 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 1'035'600 CHF | 345'950 CHF | 99.31% | 99.31% |
13.12.2024 | 0.21% | 4.61 CHF | 4.62 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 1'045'850 CHF | 349'367 CHF | 99.30% | 99.30% |
12.12.2024 | 0.22% | 4.72 CHF | 4.73 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 1'035'330 CHF | 345'861 CHF | 99.44% | 99.44% |
11.12.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 1'011'820 CHF | 338'024 CHF | 99.44% | 99.44% |
10.12.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 1'011'320 CHF | 337'856 CHF | 99.42% | 99.42% |
09.12.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 999'933 CHF | 334'061 CHF | 99.42% | 99.42% |
06.12.2024 | 0.22% | 4.46 CHF | 4.47 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 1'001'360 CHF | 334'537 CHF | 99.34% | 99.34% |