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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.12.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 165'777 CHF | 166'777 CHF | 100.00% | 100.00% |
23.12.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 160'196 CHF | 161'196 CHF | 99.85% | 99.85% |
20.12.2024 | 0.65% | 1.59 CHF | 1.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 152'559 CHF | 153'559 CHF | 99.86% | 99.86% |
19.12.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 161'284 CHF | 162'284 CHF | 98.81% | 98.81% |
18.12.2024 | 0.60% | 1.65 CHF | 1.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 164'817 CHF | 165'817 CHF | 96.98% | 96.98% |
17.12.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 164'997 CHF | 165'997 CHF | 100.00% | 100.00% |
16.12.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 165'844 CHF | 166'844 CHF | 100.00% | 100.00% |
13.12.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 168'487 CHF | 169'487 CHF | 100.00% | 100.00% |
12.12.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 161'432 CHF | 162'432 CHF | 96.06% | 96.06% |
11.12.2024 | 0.61% | 1.62 CHF | 1.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 163'049 CHF | 164'049 CHF | 100.00% | 100.00% |