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 | 1.49% | 1.88 CHF | 1.91 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 394'748 CHF | 400'681 CHF | 97.76% | 97.76% |
18.12.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 491'129 CHF | 493'129 CHF | 97.21% | 97.21% |
17.12.2024 | 0.40% | 2.59 CHF | 2.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 502'682 CHF | 504'682 CHF | 96.13% | 96.13% |
16.12.2024 | 0.41% | 2.51 CHF | 2.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 491'063 CHF | 493'063 CHF | 100.00% | 100.00% |
13.12.2024 | 0.39% | 2.49 CHF | 2.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 510'944 CHF | 512'944 CHF | 100.00% | 100.00% |
12.12.2024 | 0.46% | 2.56 CHF | 2.57 CHF | 200'000 | 200'000 | 186'683 | 186'683 | 476'060 CHF | 478'107 CHF | 96.67% | 96.67% |
11.12.2024 | 0.40% | 2.50 CHF | 2.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 494'366 CHF | 496'366 CHF | 98.58% | 98.58% |
10.12.2024 | 0.39% | 2.46 CHF | 2.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 507'217 CHF | 509'217 CHF | 99.86% | 99.86% |
09.12.2024 | 0.37% | 2.64 CHF | 2.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 535'166 CHF | 537'166 CHF | 100.00% | 100.00% |
06.12.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 541'648 CHF | 543'648 CHF | 98.45% | 98.45% |