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 | 0.42% | 2.13 CHF | 2.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 177'148 CHF | 177'898 CHF | 98.34% | 98.34% |
18.12.2024 | 0.36% | 2.74 CHF | 2.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 210'683 CHF | 211'433 CHF | 95.97% | 95.97% |
17.12.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 209'591 CHF | 210'341 CHF | 98.98% | 98.98% |
16.12.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 220'092 CHF | 220'842 CHF | 98.79% | 98.79% |
13.12.2024 | 0.34% | 2.88 CHF | 2.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 222'864 CHF | 223'614 CHF | 99.03% | 99.03% |
12.12.2024 | 0.29% | 3.12 CHF | 3.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 257'816 CHF | 258'566 CHF | 98.08% | 98.08% |
11.12.2024 | 0.29% | 3.58 CHF | 3.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 256'240 CHF | 256'990 CHF | 98.20% | 98.20% |
10.12.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 690'348 CHF | 692'348 CHF | 98.48% | 98.48% |
09.12.2024 | 0.30% | 3.53 CHF | 3.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 675'771 CHF | 677'771 CHF | 98.32% | 98.32% |
06.12.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 629'818 CHF | 631'818 CHF | 98.20% | 98.20% |