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 | 0.87% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 87'196 CHF | 87'946 CHF | 98.14% | 98.14% |
18.12.2024 | 0.62% | 1.55 CHF | 1.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 121'100 CHF | 121'850 CHF | 95.91% | 95.91% |
17.12.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 119'741 CHF | 120'491 CHF | 98.98% | 98.98% |
16.12.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 130'600 CHF | 131'350 CHF | 98.65% | 98.65% |
13.12.2024 | 0.56% | 1.69 CHF | 1.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 133'349 CHF | 134'099 CHF | 98.84% | 98.84% |
12.12.2024 | 0.45% | 1.93 CHF | 1.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 168'920 CHF | 169'670 CHF | 97.63% | 97.63% |
11.12.2024 | 0.45% | 2.40 CHF | 2.41 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 167'748 CHF | 168'498 CHF | 98.53% | 98.53% |
10.12.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 455'259 CHF | 457'259 CHF | 98.38% | 98.38% |
09.12.2024 | 0.45% | 2.36 CHF | 2.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 441'325 CHF | 443'325 CHF | 98.82% | 98.82% |
06.12.2024 | 0.50% | 1.95 CHF | 1.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 395'587 CHF | 397'587 CHF | 98.84% | 98.84% |