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 | 0.52% | 1.68 CHF | 1.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 143'397 CHF | 144'147 CHF | 98.49% | 98.49% |
18.12.2024 | 0.42% | 2.29 CHF | 2.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 177'099 CHF | 177'849 CHF | 95.60% | 95.60% |
17.12.2024 | 0.43% | 2.37 CHF | 2.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 175'893 CHF | 176'643 CHF | 99.00% | 99.00% |
16.12.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 186'533 CHF | 187'283 CHF | 98.89% | 98.89% |
13.12.2024 | 0.40% | 2.44 CHF | 2.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 189'290 CHF | 190'040 CHF | 99.08% | 99.08% |
12.12.2024 | 0.33% | 2.67 CHF | 2.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 224'493 CHF | 225'243 CHF | 97.81% | 97.81% |
11.12.2024 | 0.34% | 3.14 CHF | 3.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 223'066 CHF | 223'816 CHF | 98.21% | 98.21% |
10.12.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 602'251 CHF | 604'251 CHF | 98.91% | 98.91% |
09.12.2024 | 0.34% | 3.09 CHF | 3.10 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 587'873 CHF | 589'873 CHF | 98.58% | 98.58% |
06.12.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 541'964 CHF | 543'964 CHF | 98.52% | 98.52% |