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 | 2.60% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 76'595 CHF | 78'595 CHF | 100.00% | 100.00% |
18.12.2024 | 1.86% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 106'490 CHF | 108'490 CHF | 100.00% | 100.00% |
17.12.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 106'543 CHF | 108'543 CHF | 100.00% | 100.00% |
16.12.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 121'360 CHF | 123'360 CHF | 99.95% | 99.95% |
13.12.2024 | 1.59% | 0.59 CHF | 0.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 124'881 CHF | 126'881 CHF | 100.00% | 100.00% |
12.12.2024 | 1.16% | 0.71 CHF | 0.72 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 165'407 CHF | 167'307 CHF | 100.00% | 100.00% |
11.12.2024 | 1.12% | 0.99 CHF | 1.00 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 169'412 CHF | 171'312 CHF | 99.89% | 99.89% |
10.12.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 171'704 CHF | 173'604 CHF | 100.00% | 100.00% |
09.12.2024 | 1.15% | 0.95 CHF | 0.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 173'527 CHF | 175'527 CHF | 100.00% | 100.00% |
06.12.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 200'000 | 200'000 | 199'928 | 199'928 | 151'993 CHF | 153'993 CHF | 99.89% | 99.89% |