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 | 0.74% | 1.12 CHF | 1.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 101'236 CHF | 101'986 CHF | 98.70% | 98.70% |
18.12.2024 | 0.55% | 1.73 CHF | 1.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 135'116 CHF | 135'866 CHF | 95.64% | 95.64% |
17.12.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 133'781 CHF | 134'531 CHF | 98.99% | 98.99% |
16.12.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 144'608 CHF | 145'358 CHF | 98.89% | 98.89% |
13.12.2024 | 0.51% | 1.88 CHF | 1.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 147'348 CHF | 148'098 CHF | 98.91% | 98.91% |
12.12.2024 | 0.41% | 2.11 CHF | 2.12 CHF | 75'000 | 75'000 | 75'000 | 74'999 | 182'781 CHF | 183'530 CHF | 98.08% | 98.08% |
11.12.2024 | 0.41% | 2.59 CHF | 2.60 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 181'594 CHF | 182'344 CHF | 98.44% | 98.44% |
10.12.2024 | 0.41% | 2.50 CHF | 2.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 492'046 CHF | 494'046 CHF | 98.55% | 98.55% |
09.12.2024 | 0.42% | 2.54 CHF | 2.55 CHF | 200'000 | 200'000 | 199'999 | 200'000 | 477'958 CHF | 479'960 CHF | 98.70% | 98.70% |
06.12.2024 | 0.46% | 2.13 CHF | 2.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 432'218 CHF | 434'218 CHF | 98.35% | 98.35% |