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 | 0.42% | 2.17 CHF | 2.18 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 264'143 CHF | 265'243 CHF | 100.00% | 100.00% |
18.12.2024 | 0.35% | 2.78 CHF | 2.79 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 313'507 CHF | 314'607 CHF | 100.00% | 100.00% |
17.12.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 311'750 CHF | 312'850 CHF | 100.00% | 100.00% |
16.12.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 327'130 CHF | 328'230 CHF | 100.00% | 100.00% |
13.12.2024 | 0.33% | 2.93 CHF | 2.94 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 330'205 CHF | 331'305 CHF | 100.00% | 100.00% |
12.12.2024 | 0.29% | 3.14 CHF | 3.15 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 380'180 CHF | 381'280 CHF | 100.00% | 100.00% |
11.12.2024 | 0.29% | 3.60 CHF | 3.61 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 379'150 CHF | 380'250 CHF | 100.00% | 100.00% |
10.12.2024 | 0.29% | 3.51 CHF | 3.52 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 383'194 CHF | 384'294 CHF | 100.00% | 100.00% |
09.12.2024 | 0.29% | 3.55 CHF | 3.56 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 375'323 CHF | 376'423 CHF | 100.00% | 100.00% |
06.12.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 110'000 | 110'000 | 109'965 | 109'965 | 348'713 CHF | 349'813 CHF | 99.89% | 99.89% |