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 | 1.99% | 0.93 CHF | 0.95 CHF | 60'000 | 25'000 | 59'852 | 34'698 | 56'007 CHF | 33'059 CHF | 96.87% | 96.87% |
18.12.2024 | 2.00% | 1.02 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'084 CHF | 56'198 CHF | 99.85% | 99.85% |
17.12.2024 | 1.89% | 1.21 CHF | 1.23 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'170 CHF | 59'277 CHF | 83.21% | 83.21% |
16.12.2024 | 1.92% | 1.17 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'044 CHF | 58'150 CHF | 100.00% | 100.00% |
13.12.2024 | 1.91% | 1.15 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'871 CHF | 57'966 CHF | 55.14% | 55.14% |
12.12.2024 | 1.96% | 1.18 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 49'949 | 57'400 CHF | 58'475 CHF | 92.74% | 92.74% |
11.12.2024 | 2.00% | 1.17 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'097 CHF | 56'211 CHF | 98.81% | 98.81% |
10.12.2024 | 1.38% | 1.06 CHF | 1.08 CHF | 50'000 | 50'000 | 57'721 | 50'000 | 56'156 CHF | 49'442 CHF | 100.00% | 100.00% |
09.12.2024 | 1.27% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'035 CHF | 47'293 CHF | 100.00% | 100.00% |
06.12.2024 | 1.22% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 59'989 | 50'000 | 55'962 CHF | 47'218 CHF | 99.51% | 99.51% |