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 | 1.38% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 99'817 | 99'817 | 71'867 CHF | 72'866 CHF | 98.44% | 98.44% |
18.12.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 80'549 CHF | 81'549 CHF | 99.65% | 99.65% |
17.12.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'203 CHF | 87'203 CHF | 99.39% | 99.39% |
16.12.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 85'450 CHF | 86'450 CHF | 100.00% | 100.00% |
13.12.2024 | 1.06% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'824 CHF | 94'824 CHF | 100.00% | 100.00% |
12.12.2024 | 1.09% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 95'978 | 95'541 | 93'147 CHF | 93'683 CHF | 97.51% | 97.51% |
11.12.2024 | 1.06% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 93'949 CHF | 94'949 CHF | 99.33% | 99.33% |
10.12.2024 | 0.99% | 0.97 CHF | 0.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 100'136 CHF | 101'136 CHF | 100.00% | 100.00% |
09.12.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 104'385 CHF | 105'385 CHF | 100.00% | 100.00% |
06.12.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 99'964 CHF | 100'964 CHF | 99.55% | 99.55% |