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 | 1.73% | 0.38 CHF | 0.39 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 66'342 CHF | 67'442 CHF | 100.00% | 100.00% |
18.12.2024 | 0.94% | 1.00 CHF | 1.01 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 116'722 CHF | 117'822 CHF | 100.00% | 100.00% |
17.12.2024 | 0.96% | 1.07 CHF | 1.08 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 114'429 CHF | 115'529 CHF | 100.00% | 100.00% |
16.12.2024 | 0.84% | 1.17 CHF | 1.18 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 130'667 CHF | 131'767 CHF | 99.85% | 99.85% |
13.12.2024 | 0.82% | 1.14 CHF | 1.15 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 133'605 CHF | 134'705 CHF | 100.00% | 100.00% |
12.12.2024 | 0.60% | 1.36 CHF | 1.37 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 185'150 CHF | 186'250 CHF | 100.00% | 100.00% |
11.12.2024 | 0.59% | 1.83 CHF | 1.84 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 185'150 CHF | 186'250 CHF | 99.89% | 99.89% |
10.12.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 189'962 CHF | 191'062 CHF | 100.00% | 100.00% |
09.12.2024 | 0.61% | 1.80 CHF | 1.81 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 182'460 CHF | 183'560 CHF | 100.00% | 100.00% |
06.12.2024 | 0.70% | 1.40 CHF | 1.41 CHF | 110'000 | 110'000 | 109'964 | 109'964 | 156'889 CHF | 157'989 CHF | 99.89% | 99.89% |