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 | 0.40% | 2.30 CHF | 2.31 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 276'115 CHF | 277'215 CHF | 100.00% | 100.00% |
18.12.2024 | 0.34% | 2.88 CHF | 2.89 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 324'048 CHF | 325'148 CHF | 100.00% | 100.00% |
17.12.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 322'463 CHF | 323'563 CHF | 100.00% | 100.00% |
16.12.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 336'885 CHF | 337'985 CHF | 99.95% | 99.95% |
13.12.2024 | 0.32% | 3.00 CHF | 3.01 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 338'734 CHF | 339'834 CHF | 100.00% | 100.00% |
12.12.2024 | 0.28% | 3.22 CHF | 3.23 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 387'163 CHF | 388'263 CHF | 100.00% | 100.00% |
11.12.2024 | 0.28% | 3.71 CHF | 3.72 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 392'042 CHF | 393'142 CHF | 100.00% | 100.00% |
10.12.2024 | 0.28% | 3.63 CHF | 3.64 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 397'577 CHF | 398'677 CHF | 100.00% | 100.00% |
09.12.2024 | 0.28% | 3.69 CHF | 3.70 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 390'147 CHF | 391'247 CHF | 100.00% | 100.00% |
06.12.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 110'000 | 110'000 | 109'961 | 109'961 | 364'546 CHF | 365'646 CHF | 100.00% | 100.00% |