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 | 0.57% | 1.76 CHF | 1.77 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'052'270 CHF | 352'757 CHF | 96.27% | 96.27% |
18.12.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'049'010 CHF | 351'670 CHF | 95.29% | 95.29% |
17.12.2024 | 0.57% | 1.75 CHF | 1.76 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'050'140 CHF | 352'048 CHF | 97.41% | 97.41% |
16.12.2024 | 0.57% | 1.78 CHF | 1.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'052'990 CHF | 352'995 CHF | 98.83% | 98.83% |
13.12.2024 | 0.61% | 1.66 CHF | 1.67 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 983'368 CHF | 329'789 CHF | 98.64% | 98.64% |
12.12.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'025'570 CHF | 343'855 CHF | 98.50% | 98.50% |
11.12.2024 | 0.59% | 1.72 CHF | 1.73 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'019'440 CHF | 341'815 CHF | 95.72% | 95.72% |
10.12.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'008'190 CHF | 338'064 CHF | 97.58% | 97.58% |
09.12.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'031'660 CHF | 345'885 CHF | 97.99% | 97.99% |
06.12.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'072'400 CHF | 359'465 CHF | 98.60% | 98.60% |