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 | 1.90% | 0.99 CHF | 1.01 CHF | 60'000 | 25'000 | 56'067 | 34'697 | 55'602 CHF | 35'043 CHF | 96.87% | 96.87% |
18.12.2024 | 1.09% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'294 CHF | 57'922 CHF | 99.85% | 99.85% |
17.12.2024 | 1.18% | 1.24 CHF | 1.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'192 CHF | 60'914 CHF | 87.97% | 87.97% |
16.12.2024 | 0.99% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'841 CHF | 59'425 CHF | 100.00% | 100.00% |
13.12.2024 | 1.06% | 1.18 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'613 CHF | 59'239 CHF | 55.24% | 55.24% |
12.12.2024 | 1.14% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 49'949 | 59'133 CHF | 59'750 CHF | 92.88% | 92.88% |
11.12.2024 | 1.01% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'178 CHF | 57'761 CHF | 99.33% | 99.33% |
10.12.2024 | 1.14% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 51'894 | 50'000 | 53'214 CHF | 51'933 CHF | 100.00% | 100.00% |
09.12.2024 | 1.20% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 56'644 | 50'000 | 56'026 CHF | 50'106 CHF | 100.00% | 100.00% |
06.12.2024 | 1.19% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 56'581 | 50'000 | 55'858 CHF | 50'025 CHF | 99.51% | 99.51% |