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 | 0.42% | 3.77 CHF | 3.78 CHF | 500'000 | 500'000 | 273'887 | 273'887 | 1'034'790 CHF | 1'037'670 CHF | 96.34% | 96.34% |
18.12.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 500'000 | 500'000 | 305'512 | 305'512 | 1'213'800 CHF | 1'216'850 CHF | 97.46% | 97.46% |
17.12.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 500'000 | 500'000 | 305'080 | 305'080 | 1'205'960 CHF | 1'209'020 CHF | 98.14% | 98.14% |
16.12.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 500'000 | 500'000 | 305'685 | 305'685 | 1'185'850 CHF | 1'188'910 CHF | 97.23% | 97.23% |
13.12.2024 | 0.25% | 3.89 CHF | 3.90 CHF | 500'000 | 500'000 | 304'382 | 304'382 | 1'195'000 CHF | 1'198'050 CHF | 99.58% | 99.58% |
12.12.2024 | 0.26% | 4.00 CHF | 4.01 CHF | 500'000 | 500'000 | 304'343 | 304'343 | 1'187'060 CHF | 1'190'100 CHF | 99.59% | 99.59% |
11.12.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 500'000 | 500'000 | 304'422 | 304'422 | 1'155'080 CHF | 1'158'120 CHF | 99.50% | 99.50% |
10.12.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 500'000 | 500'000 | 304'547 | 304'547 | 1'156'870 CHF | 1'159'920 CHF | 99.27% | 99.27% |
09.12.2024 | 0.27% | 3.79 CHF | 3.80 CHF | 500'000 | 500'000 | 304'857 | 304'857 | 1'139'940 CHF | 1'142'990 CHF | 98.71% | 98.71% |
06.12.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 500'000 | 500'000 | 304'303 | 304'303 | 1'140'110 CHF | 1'143'150 CHF | 99.66% | 99.66% |