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 | 1.51% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 98'160 | 98'160 | 64'562 CHF | 65'544 CHF | 98.12% | 98.12% |
18.12.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'467 CHF | 65'467 CHF | 96.34% | 96.34% |
17.12.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'639 | 99'639 | 63'991 CHF | 64'987 CHF | 99.36% | 99.36% |
16.12.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 88'094 | 88'094 | 57'364 CHF | 58'245 CHF | 99.37% | 99.37% |
13.12.2024 | 1.95% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 106'659 | 106'659 | 54'105 CHF | 55'171 CHF | 99.37% | 99.37% |
12.12.2024 | 1.64% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'499 CHF | 61'499 CHF | 95.20% | 95.20% |
11.12.2024 | 1.66% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'817 CHF | 60'817 CHF | 99.36% | 99.36% |
10.12.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'665 CHF | 58'665 CHF | 99.36% | 99.36% |
09.12.2024 | 1.60% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 99'893 | 99'893 | 62'126 CHF | 63'125 CHF | 99.39% | 99.39% |
06.12.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 53'099 CHF | 53'849 CHF | 99.36% | 99.36% |