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 | 1.07% | 0.94 CHF | 0.95 CHF | 525'000 | 175'000 | 525'000 | 175'000 | 488'800 CHF | 164'683 CHF | 99.44% | 99.44% |
18.12.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 525'000 | 175'000 | 525'000 | 175'000 | 500'287 CHF | 168'512 CHF | 99.43% | 99.43% |
17.12.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 525'000 | 175'000 | 525'000 | 175'000 | 484'389 CHF | 163'213 CHF | 99.44% | 99.44% |
16.12.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 525'000 | 175'000 | 525'000 | 175'000 | 496'780 CHF | 167'343 CHF | 99.30% | 99.30% |
13.12.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 525'000 | 175'000 | 525'000 | 175'000 | 508'756 CHF | 171'335 CHF | 99.30% | 99.30% |
12.12.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 525'000 | 175'000 | 525'000 | 175'000 | 493'853 CHF | 166'368 CHF | 99.44% | 99.44% |
11.12.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 525'000 | 175'000 | 525'000 | 175'000 | 485'640 CHF | 163'630 CHF | 99.45% | 99.45% |
10.12.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 525'000 | 175'000 | 525'000 | 175'000 | 475'900 CHF | 160'383 CHF | 99.43% | 99.43% |
09.12.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 525'000 | 175'000 | 525'000 | 175'000 | 476'300 CHF | 160'517 CHF | 99.43% | 99.43% |
06.12.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 525'000 | 175'000 | 525'000 | 175'000 | 486'577 CHF | 163'942 CHF | 99.29% | 99.29% |