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 | 0.56% | 1.77 CHF | 1.78 CHF | 200'000 | 200'000 | 199'655 | 199'655 | 354'053 CHF | 356'053 CHF | 99.31% | 99.31% |
18.12.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 354'241 CHF | 356'241 CHF | 96.18% | 96.18% |
17.12.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 345'429 CHF | 347'429 CHF | 99.38% | 99.38% |
16.12.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 348'003 CHF | 350'003 CHF | 100.00% | 100.00% |
13.12.2024 | 0.59% | 1.70 CHF | 1.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 340'415 CHF | 342'415 CHF | 100.00% | 100.00% |
12.12.2024 | 0.61% | 1.71 CHF | 1.72 CHF | 200'000 | 200'000 | 189'856 | 189'856 | 324'631 CHF | 326'557 CHF | 97.53% | 97.53% |
11.12.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 343'507 CHF | 345'507 CHF | 99.30% | 99.30% |
10.12.2024 | 0.59% | 1.73 CHF | 1.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 339'427 CHF | 341'427 CHF | 100.00% | 100.00% |
09.12.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 335'525 CHF | 337'525 CHF | 100.00% | 100.00% |
06.12.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 329'937 CHF | 331'937 CHF | 99.55% | 99.55% |