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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
20.12.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 1'500'000 | 50'000 | 1'500'000 | 50'000 | 708'049 CHF | 24'102 CHF | 100.00% | 100.00% |
19.12.2024 | 2.02% | 0.51 CHF | 0.52 CHF | 1'500'000 | 75'000 | 1'500'000 | 75'000 | 736'716 CHF | 37'586 CHF | 97.55% | 97.55% |
18.12.2024 | 1.74% | 0.56 CHF | 0.57 CHF | 1'500'000 | 75'000 | 1'500'000 | 75'000 | 853'487 CHF | 43'424 CHF | 99.37% | 99.37% |
17.12.2024 | 1.65% | 0.58 CHF | 0.59 CHF | 1'500'000 | 75'000 | 1'500'000 | 75'000 | 903'988 CHF | 45'949 CHF | 99.37% | 99.37% |
16.12.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 1'500'000 | 75'000 | 1'500'000 | 75'000 | 924'353 CHF | 46'968 CHF | 99.37% | 99.37% |
13.12.2024 | 1.51% | 0.63 CHF | 0.64 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 983'333 CHF | 99'833 CHF | 99.37% | 99.37% |
12.12.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 960'073 CHF | 97'507 CHF | 98.63% | 98.63% |
11.12.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 968'038 CHF | 98'304 CHF | 99.37% | 99.37% |
10.12.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 918'156 CHF | 93'316 CHF | 99.37% | 99.37% |