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 | 2.09% | 0.49 CHF | 0.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 35'444 CHF | 36'194 CHF | 100.00% | 100.00% |
18.12.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 30'151 CHF | 30'901 CHF | 98.73% | 98.73% |
17.12.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 29'915 CHF | 30'665 CHF | 100.00% | 100.00% |
16.12.2024 | 2.45% | 0.39 CHF | 0.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 30'228 CHF | 30'978 CHF | 100.00% | 100.00% |
13.12.2024 | 2.65% | 0.39 CHF | 0.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 27'979 CHF | 28'729 CHF | 100.00% | 100.00% |
12.12.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 27'178 CHF | 27'928 CHF | 98.06% | 98.06% |
11.12.2024 | 2.65% | 0.36 CHF | 0.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 27'968 CHF | 28'718 CHF | 99.74% | 99.74% |
10.12.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 29'106 CHF | 29'856 CHF | 100.00% | 100.00% |
09.12.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 28'849 CHF | 29'599 CHF | 100.00% | 100.00% |
06.12.2024 | 2.50% | 0.38 CHF | 0.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 29'609 CHF | 30'359 CHF | 100.00% | 100.00% |