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 | 0.68% | 1.48 CHF | 1.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 439'696 CHF | 147'565 CHF | 99.12% | 99.12% |
18.12.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 450'009 CHF | 151'003 CHF | 99.40% | 99.40% |
17.12.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 450'541 CHF | 151'180 CHF | 99.01% | 99.01% |
16.12.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 453'113 CHF | 152'038 CHF | 99.41% | 99.41% |
13.12.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 461'091 CHF | 154'697 CHF | 99.15% | 99.15% |
12.12.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 440'170 CHF | 147'723 CHF | 99.36% | 99.36% |
11.12.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 445'253 CHF | 149'418 CHF | 99.11% | 99.11% |
10.12.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 447'835 CHF | 150'278 CHF | 98.45% | 98.45% |
09.12.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 465'806 CHF | 156'269 CHF | 99.43% | 99.43% |
06.12.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 461'020 CHF | 154'673 CHF | 99.40% | 99.40% |