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 | 0.57% | 1.77 CHF | 1.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 525'579 CHF | 176'193 CHF | 99.12% | 99.12% |
18.12.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 536'340 CHF | 179'780 CHF | 99.40% | 99.40% |
17.12.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 537'188 CHF | 180'063 CHF | 99.02% | 99.02% |
16.12.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 539'297 CHF | 180'766 CHF | 99.41% | 99.41% |
13.12.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 547'287 CHF | 183'429 CHF | 99.15% | 99.15% |
12.12.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 525'946 CHF | 176'315 CHF | 99.36% | 99.36% |
11.12.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 530'683 CHF | 177'894 CHF | 99.11% | 99.11% |
10.12.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 533'011 CHF | 178'670 CHF | 98.45% | 98.45% |
09.12.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 551'280 CHF | 184'760 CHF | 99.43% | 99.43% |
06.12.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 546'381 CHF | 183'127 CHF | 99.40% | 99.40% |