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 | 0.54% | 1.87 CHF | 1.88 CHF | 100'000 | 100'000 | 99'817 | 99'817 | 184'264 CHF | 185'264 CHF | 98.44% | 98.44% |
18.12.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 176'289 CHF | 177'289 CHF | 99.65% | 99.65% |
17.12.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 170'722 CHF | 171'722 CHF | 99.39% | 99.39% |
16.12.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 171'669 CHF | 172'669 CHF | 100.00% | 100.00% |
13.12.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 163'672 CHF | 164'672 CHF | 100.00% | 100.00% |
12.12.2024 | 0.66% | 1.63 CHF | 1.64 CHF | 100'000 | 100'000 | 95'803 | 95'541 | 153'697 CHF | 154'280 CHF | 97.51% | 97.51% |
11.12.2024 | 0.61% | 1.59 CHF | 1.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 163'761 CHF | 164'761 CHF | 99.33% | 99.33% |
10.12.2024 | 0.63% | 1.61 CHF | 1.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 157'799 CHF | 158'799 CHF | 100.00% | 100.00% |
09.12.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 153'479 CHF | 154'479 CHF | 100.00% | 100.00% |
06.12.2024 | 0.63% | 1.57 CHF | 1.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 158'182 CHF | 159'182 CHF | 99.55% | 99.55% |