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 | 0.66% | 1.55 CHF | 1.56 CHF | 100'000 | 100'000 | 99'817 | 99'817 | 152'323 CHF | 153'323 CHF | 98.44% | 98.44% |
18.12.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 144'289 CHF | 145'289 CHF | 99.65% | 99.65% |
17.12.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 138'722 CHF | 139'722 CHF | 99.39% | 99.39% |
16.12.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 139'669 CHF | 140'669 CHF | 100.00% | 100.00% |
13.12.2024 | 0.76% | 1.36 CHF | 1.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 131'672 CHF | 132'672 CHF | 100.00% | 100.00% |
12.12.2024 | 0.83% | 1.31 CHF | 1.32 CHF | 100'000 | 100'000 | 95'979 | 95'541 | 123'253 CHF | 123'707 CHF | 97.51% | 97.51% |
11.12.2024 | 0.76% | 1.27 CHF | 1.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 131'761 CHF | 132'761 CHF | 99.33% | 99.33% |
10.12.2024 | 0.79% | 1.29 CHF | 1.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 125'799 CHF | 126'799 CHF | 100.00% | 100.00% |
09.12.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'479 CHF | 122'479 CHF | 100.00% | 100.00% |
06.12.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 126'181 CHF | 127'181 CHF | 99.55% | 99.55% |