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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.12.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'318'690 CHF | 2'323'690 CHF | 100.00% | 100.00% |
20.12.2024 | 0.23% | 4.73 CHF | 4.74 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'209'840 CHF | 2'214'840 CHF | 100.00% | 100.00% |
19.12.2024 | 0.20% | 4.84 CHF | 4.85 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'485'940 CHF | 2'490'940 CHF | 99.42% | 99.42% |
18.12.2024 | 0.18% | 5.39 CHF | 5.40 CHF | 500'000 | 500'000 | 499'770 | 499'770 | 2'731'120 CHF | 2'736'120 CHF | 100.00% | 100.00% |
17.12.2024 | 0.18% | 5.42 CHF | 5.43 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'763'000 CHF | 2'768'000 CHF | 100.00% | 100.00% |
16.12.2024 | 0.18% | 5.55 CHF | 5.56 CHF | 500'000 | 500'000 | 499'665 | 499'665 | 2'787'860 CHF | 2'792'860 CHF | 99.37% | 99.37% |
13.12.2024 | 0.17% | 5.67 CHF | 5.68 CHF | 500'000 | 500'000 | 499'545 | 499'545 | 2'912'110 CHF | 2'917'110 CHF | 100.00% | 100.00% |
12.12.2024 | 0.18% | 5.71 CHF | 5.72 CHF | 500'000 | 500'000 | 499'555 | 499'555 | 2'853'850 CHF | 2'858'850 CHF | 100.00% | 100.00% |
11.12.2024 | 0.18% | 5.67 CHF | 5.68 CHF | 500'000 | 500'000 | 498'892 | 498'892 | 2'771'030 CHF | 2'776'030 CHF | 100.00% | 100.00% |
10.12.2024 | 0.18% | 5.55 CHF | 5.56 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'788'100 CHF | 2'793'100 CHF | 100.00% | 100.00% |