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 | 2.29% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 193'952 CHF | 66'151 CHF | 99.44% | 99.44% |
18.12.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 206'523 CHF | 70'341 CHF | 99.52% | 99.52% |
17.12.2024 | 2.40% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 185'565 CHF | 63'355 CHF | 99.29% | 99.29% |
16.12.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 204'875 CHF | 69'792 CHF | 99.15% | 99.15% |
13.12.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 219'298 CHF | 74'599 CHF | 99.11% | 99.11% |
12.12.2024 | 2.20% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 202'922 CHF | 69'141 CHF | 99.59% | 99.59% |
11.12.2024 | 2.29% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 194'177 CHF | 66'226 CHF | 99.42% | 99.42% |
10.12.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 184'211 CHF | 62'904 CHF | 99.34% | 99.34% |
09.12.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 184'560 CHF | 63'020 CHF | 99.43% | 99.43% |
06.12.2024 | 2.26% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 196'503 CHF | 67'001 CHF | 92.33% | 92.33% |