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 | 0.44% | 3.58 CHF | 3.59 CHF | 500'000 | 500'000 | 273'881 | 273'881 | 983'376 CHF | 986'258 CHF | 96.33% | 96.33% |
18.12.2024 | 0.26% | 3.76 CHF | 3.77 CHF | 500'000 | 500'000 | 305'546 | 305'546 | 1'157'060 CHF | 1'160'110 CHF | 97.49% | 97.49% |
17.12.2024 | 0.27% | 3.82 CHF | 3.83 CHF | 500'000 | 500'000 | 305'159 | 305'159 | 1'149'060 CHF | 1'152'120 CHF | 98.18% | 98.18% |
16.12.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 500'000 | 500'000 | 305'661 | 305'661 | 1'128'780 CHF | 1'131'840 CHF | 97.25% | 97.25% |
13.12.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 500'000 | 500'000 | 304'354 | 304'354 | 1'138'140 CHF | 1'141'180 CHF | 99.57% | 99.57% |
12.12.2024 | 0.27% | 3.82 CHF | 3.83 CHF | 500'000 | 500'000 | 304'344 | 304'344 | 1'130'630 CHF | 1'133'670 CHF | 99.60% | 99.60% |
11.12.2024 | 0.28% | 3.70 CHF | 3.71 CHF | 500'000 | 500'000 | 304'402 | 304'402 | 1'098'620 CHF | 1'101'660 CHF | 99.49% | 99.49% |
10.12.2024 | 0.28% | 3.65 CHF | 3.66 CHF | 500'000 | 500'000 | 304'546 | 304'546 | 1'100'820 CHF | 1'103'860 CHF | 99.27% | 99.27% |
09.12.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 500'000 | 500'000 | 304'863 | 304'863 | 1'084'050 CHF | 1'087'100 CHF | 98.70% | 98.70% |
06.12.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 500'000 | 500'000 | 304'303 | 304'303 | 1'084'260 CHF | 1'087'300 CHF | 99.67% | 99.67% |