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 | 0.47% | 2.13 CHF | 2.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'276'460 CHF | 427'487 CHF | 96.27% | 96.27% |
18.12.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'274'500 CHF | 426'834 CHF | 95.29% | 95.29% |
17.12.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'276'180 CHF | 427'393 CHF | 97.41% | 97.41% |
16.12.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'278'560 CHF | 428'186 CHF | 98.82% | 98.82% |
13.12.2024 | 0.50% | 2.04 CHF | 2.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'208'620 CHF | 404'874 CHF | 98.64% | 98.64% |
12.12.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'250'050 CHF | 418'685 CHF | 98.50% | 98.50% |
11.12.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'242'930 CHF | 416'309 CHF | 95.72% | 95.72% |
10.12.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'231'120 CHF | 412'372 CHF | 97.58% | 97.58% |
09.12.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'255'310 CHF | 420'437 CHF | 97.98% | 97.98% |
06.12.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'295'810 CHF | 433'936 CHF | 98.60% | 98.60% |