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 | 0.67% | 1.27 CHF | 1.28 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 165'009 CHF | 166'109 CHF | 100.00% | 100.00% |
18.12.2024 | 0.51% | 1.89 CHF | 1.90 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 214'927 CHF | 216'027 CHF | 100.00% | 100.00% |
17.12.2024 | 0.52% | 1.96 CHF | 1.97 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 212'899 CHF | 213'999 CHF | 100.00% | 100.00% |
16.12.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 228'701 CHF | 229'801 CHF | 99.95% | 99.95% |
13.12.2024 | 0.47% | 2.03 CHF | 2.04 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 231'657 CHF | 232'757 CHF | 100.00% | 100.00% |
12.12.2024 | 0.39% | 2.25 CHF | 2.26 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 282'647 CHF | 283'747 CHF | 100.00% | 100.00% |
11.12.2024 | 0.39% | 2.71 CHF | 2.72 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 282'137 CHF | 283'237 CHF | 100.00% | 100.00% |
10.12.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 286'559 CHF | 287'659 CHF | 100.00% | 100.00% |
09.12.2024 | 0.39% | 2.68 CHF | 2.69 CHF | 110'000 | 110'000 | 109'999 | 110'000 | 278'860 CHF | 279'962 CHF | 100.00% | 100.00% |
06.12.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 110'000 | 110'000 | 109'964 | 109'964 | 252'419 CHF | 253'519 CHF | 100.00% | 100.00% |