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 | 0.51% | 1.94 CHF | 1.95 CHF | 200'000 | 200'000 | 199'655 | 199'655 | 388'903 CHF | 390'903 CHF | 99.31% | 99.31% |
18.12.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 388'961 CHF | 390'961 CHF | 96.18% | 96.18% |
17.12.2024 | 0.52% | 1.87 CHF | 1.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 380'213 CHF | 382'213 CHF | 99.38% | 99.38% |
16.12.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 382'921 CHF | 384'921 CHF | 100.00% | 100.00% |
13.12.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 375'419 CHF | 377'419 CHF | 100.00% | 100.00% |
12.12.2024 | 0.55% | 1.88 CHF | 1.89 CHF | 200'000 | 200'000 | 189'855 | 189'855 | 357'693 CHF | 359'614 CHF | 97.52% | 97.52% |
11.12.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 378'429 CHF | 380'429 CHF | 99.30% | 99.30% |
10.12.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 374'502 CHF | 376'502 CHF | 100.00% | 100.00% |
09.12.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 370'386 CHF | 372'386 CHF | 100.00% | 100.00% |
06.12.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 364'725 CHF | 366'725 CHF | 99.55% | 99.55% |