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 | 0.49% | 2.05 CHF | 2.06 CHF | 600'000 | 30'000 | 600'000 | 30'000 | 1'233'870 CHF | 61'994 CHF | 99.16% | 99.16% |
18.12.2024 | 0.45% | 2.15 CHF | 2.16 CHF | 600'000 | 30'000 | 600'000 | 30'000 | 1'343'800 CHF | 67'490 CHF | 99.16% | 99.16% |
17.12.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 1'385'960 CHF | 115'997 CHF | 99.16% | 99.16% |
16.12.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 1'365'800 CHF | 114'316 CHF | 99.16% | 99.16% |
13.12.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 1'366'220 CHF | 114'351 CHF | 99.20% | 99.20% |
12.12.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 1'370'540 CHF | 114'712 CHF | 96.88% | 96.88% |
11.12.2024 | 0.45% | 2.32 CHF | 2.33 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 1'342'300 CHF | 112'358 CHF | 99.16% | 99.16% |
10.12.2024 | 0.48% | 2.19 CHF | 2.20 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 1'255'890 CHF | 105'158 CHF | 99.16% | 99.16% |
09.12.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 1'227'070 CHF | 102'756 CHF | 99.17% | 99.17% |
06.12.2024 | 0.49% | 2.11 CHF | 2.12 CHF | 600'000 | 50'000 | 600'000 | 50'000 | 1'225'500 CHF | 102'625 CHF | 99.17% | 99.17% |