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% | 2.32 CHF | 2.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'389'320 CHF | 465'107 CHF | 96.28% | 96.28% |
18.12.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'387'570 CHF | 464'524 CHF | 95.29% | 95.29% |
17.12.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'389'440 CHF | 465'145 CHF | 97.41% | 97.41% |
16.12.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'391'450 CHF | 465'817 CHF | 98.83% | 98.83% |
13.12.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'321'470 CHF | 442'490 CHF | 98.64% | 98.64% |
12.12.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'362'350 CHF | 456'118 CHF | 98.50% | 98.50% |
11.12.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'354'620 CHF | 453'541 CHF | 95.72% | 95.72% |
10.12.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'342'760 CHF | 449'587 CHF | 97.58% | 97.58% |
09.12.2024 | 0.44% | 2.24 CHF | 2.25 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'367'130 CHF | 457'710 CHF | 97.97% | 97.97% |
06.12.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'408'050 CHF | 471'351 CHF | 98.60% | 98.60% |