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 | 0.97% | 1.04 CHF | 1.05 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'565 CHF | 52'065 CHF | 98.10% | 98.10% |
18.12.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 50'970 CHF | 51'470 CHF | 96.30% | 96.30% |
17.12.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 50'884 CHF | 51'384 CHF | 99.38% | 99.38% |
16.12.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 53'558 | 53'558 | 54'930 CHF | 55'466 CHF | 99.37% | 99.37% |
13.12.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'241 CHF | 66'991 CHF | 99.35% | 99.35% |
12.12.2024 | 1.02% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 73'798 | 73'798 | 72'074 CHF | 72'812 CHF | 95.31% | 95.31% |
11.12.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 71'488 | 71'488 | 69'149 CHF | 69'864 CHF | 99.36% | 99.36% |
10.12.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'009 CHF | 71'759 CHF | 99.36% | 99.36% |
09.12.2024 | 1.00% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 61'727 | 61'727 | 61'130 CHF | 61'747 CHF | 99.39% | 99.39% |
06.12.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'945 CHF | 54'445 CHF | 99.36% | 99.36% |