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 | 0.43% | 2.30 CHF | 2.31 CHF | 200'000 | 200'000 | 199'655 | 199'655 | 460'779 CHF | 462'779 CHF | 99.31% | 99.31% |
18.12.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 460'961 CHF | 462'961 CHF | 96.18% | 96.18% |
17.12.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 452'213 CHF | 454'213 CHF | 99.38% | 99.38% |
16.12.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 454'921 CHF | 456'921 CHF | 100.00% | 100.00% |
13.12.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 447'419 CHF | 449'419 CHF | 100.00% | 100.00% |
12.12.2024 | 0.46% | 2.24 CHF | 2.25 CHF | 200'000 | 200'000 | 189'855 | 189'855 | 426'040 CHF | 427'961 CHF | 97.52% | 97.52% |
11.12.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 450'429 CHF | 452'429 CHF | 99.30% | 99.30% |
10.12.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 446'502 CHF | 448'502 CHF | 100.00% | 100.00% |
09.12.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 442'477 CHF | 444'477 CHF | 100.00% | 100.00% |
06.12.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 436'725 CHF | 438'725 CHF | 99.55% | 99.55% |