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 | 0.94% | 0.92 CHF | 0.93 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 149'156 CHF | 150'556 CHF | 100.00% | 100.00% |
18.12.2024 | 0.71% | 1.35 CHF | 1.36 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 182'069 CHF | 183'369 CHF | 100.00% | 100.00% |
17.12.2024 | 0.72% | 1.41 CHF | 1.42 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 180'796 CHF | 182'096 CHF | 100.00% | 100.00% |
16.12.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 196'849 CHF | 198'149 CHF | 100.00% | 100.00% |
13.12.2024 | 0.65% | 1.47 CHF | 1.48 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 199'508 CHF | 200'808 CHF | 100.00% | 100.00% |
12.12.2024 | 0.52% | 1.67 CHF | 1.68 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 232'279 CHF | 233'479 CHF | 100.00% | 100.00% |
11.12.2024 | 0.51% | 2.11 CHF | 2.12 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 237'093 CHF | 238'293 CHF | 100.00% | 100.00% |
10.12.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 242'517 CHF | 243'717 CHF | 100.00% | 100.00% |
09.12.2024 | 0.51% | 2.09 CHF | 2.10 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 255'213 CHF | 256'513 CHF | 100.00% | 100.00% |
06.12.2024 | 0.56% | 1.75 CHF | 1.76 CHF | 130'000 | 130'000 | 129'956 | 129'956 | 230'655 CHF | 231'955 CHF | 99.89% | 99.89% |