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 | 0.95% | 1.01 CHF | 1.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 522'479 CHF | 527'479 CHF | 100.00% | 100.00% |
18.12.2024 | 0.93% | 1.11 CHF | 1.12 CHF | 500'000 | 500'000 | 499'806 | 499'806 | 533'161 CHF | 538'161 CHF | 100.00% | 100.00% |
17.12.2024 | 0.99% | 0.97 CHF | 0.98 CHF | 500'000 | 500'000 | 499'998 | 500'000 | 503'654 CHF | 508'656 CHF | 100.00% | 100.00% |
16.12.2024 | 0.93% | 1.08 CHF | 1.09 CHF | 500'000 | 500'000 | 499'679 | 499'673 | 536'521 CHF | 541'515 CHF | 100.00% | 100.00% |
13.12.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 500'000 | 500'000 | 499'554 | 499'554 | 529'733 CHF | 534'733 CHF | 100.00% | 100.00% |
12.12.2024 | 0.98% | 0.94 CHF | 0.95 CHF | 500'000 | 500'000 | 499'586 | 499'587 | 509'377 CHF | 514'378 CHF | 100.00% | 100.00% |
11.12.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 500'000 | 500'000 | 498'984 | 498'984 | 471'721 CHF | 476'721 CHF | 100.00% | 100.00% |
10.12.2024 | 1.17% | 0.92 CHF | 0.93 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 426'469 CHF | 431'469 CHF | 100.00% | 100.00% |
09.12.2024 | 1.17% | 0.89 CHF | 0.90 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 426'624 CHF | 431'624 CHF | 100.00% | 100.00% |
06.12.2024 | 1.23% | 0.78 CHF | 0.79 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 404'681 CHF | 409'681 CHF | 100.00% | 100.00% |