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 | 1.39% | 1.42 CHF | 1.44 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 57'061 CHF | 57'861 CHF | 99.80% | 99.80% |
18.12.2024 | 1.24% | 1.52 CHF | 1.54 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 64'399 CHF | 65'199 CHF | 98.13% | 98.13% |
17.12.2024 | 1.18% | 1.73 CHF | 1.75 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 67'209 CHF | 68'009 CHF | 98.85% | 98.85% |
16.12.2024 | 1.21% | 1.68 CHF | 1.70 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 65'945 CHF | 66'745 CHF | 100.00% | 100.00% |
13.12.2024 | 1.21% | 1.62 CHF | 1.64 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 65'981 CHF | 66'781 CHF | 100.00% | 100.00% |
12.12.2024 | 1.20% | 1.69 CHF | 1.71 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 66'312 CHF | 67'112 CHF | 97.72% | 97.72% |
11.12.2024 | 1.28% | 1.69 CHF | 1.71 CHF | 40'000 | 40'000 | 38'765 | 38'765 | 62'478 CHF | 63'256 CHF | 99.53% | 99.53% |
10.12.2024 | 1.38% | 1.57 CHF | 1.59 CHF | 40'000 | 40'000 | 39'408 | 39'408 | 57'863 CHF | 58'652 CHF | 99.58% | 99.58% |
09.12.2024 | 1.44% | 1.39 CHF | 1.41 CHF | 40'000 | 40'000 | 38'992 | 38'992 | 55'376 CHF | 56'158 CHF | 99.20% | 99.20% |
06.12.2024 | 1.40% | 1.48 CHF | 1.50 CHF | 40'000 | 40'000 | 39'986 | 39'986 | 56'640 CHF | 57'440 CHF | 100.00% | 100.00% |