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 | 0.72% | 1.38 CHF | 1.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 827'237 CHF | 277'746 CHF | 96.27% | 96.27% |
18.12.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 823'397 CHF | 276'466 CHF | 95.29% | 95.29% |
17.12.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 823'615 CHF | 276'538 CHF | 97.41% | 97.41% |
16.12.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 827'585 CHF | 277'862 CHF | 98.83% | 98.83% |
13.12.2024 | 0.79% | 1.29 CHF | 1.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 757'454 CHF | 254'485 CHF | 98.64% | 98.64% |
12.12.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 801'040 CHF | 269'013 CHF | 98.50% | 98.50% |
11.12.2024 | 0.75% | 1.35 CHF | 1.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 796'046 CHF | 267'349 CHF | 95.71% | 95.71% |
10.12.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 785'173 CHF | 263'724 CHF | 97.58% | 97.58% |
09.12.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 807'730 CHF | 271'243 CHF | 97.97% | 97.97% |
06.12.2024 | 0.70% | 1.41 CHF | 1.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 849'149 CHF | 285'050 CHF | 98.61% | 98.61% |