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 | 0.30% | 3.07 CHF | 3.08 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 362'865 CHF | 363'965 CHF | 100.00% | 100.00% |
18.12.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 411'712 CHF | 412'812 CHF | 100.00% | 100.00% |
17.12.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 410'223 CHF | 411'323 CHF | 100.00% | 100.00% |
16.12.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 425'188 CHF | 426'288 CHF | 99.94% | 99.94% |
13.12.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 428'371 CHF | 429'471 CHF | 100.00% | 100.00% |
12.12.2024 | 0.23% | 4.03 CHF | 4.04 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 477'683 CHF | 478'783 CHF | 100.00% | 100.00% |
11.12.2024 | 0.23% | 4.48 CHF | 4.49 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 476'174 CHF | 477'274 CHF | 99.89% | 99.89% |
10.12.2024 | 0.23% | 4.39 CHF | 4.40 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 479'829 CHF | 480'929 CHF | 100.00% | 100.00% |
09.12.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 471'778 CHF | 472'878 CHF | 100.00% | 100.00% |
06.12.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 110'000 | 110'000 | 109'964 | 109'964 | 445'015 CHF | 446'115 CHF | 99.89% | 99.89% |