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 | 0.33% | 3.28 CHF | 3.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 228'206 CHF | 228'956 CHF | 99.01% | 99.01% |
18.12.2024 | 0.39% | 2.64 CHF | 2.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 193'222 CHF | 193'972 CHF | 95.95% | 95.95% |
17.12.2024 | 0.38% | 2.57 CHF | 2.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 195'692 CHF | 196'442 CHF | 98.82% | 98.82% |
16.12.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 183'683 CHF | 184'433 CHF | 99.02% | 99.02% |
13.12.2024 | 0.41% | 2.51 CHF | 2.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 181'722 CHF | 182'472 CHF | 98.88% | 98.88% |
12.12.2024 | 0.52% | 2.25 CHF | 2.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 144'307 CHF | 145'057 CHF | 97.43% | 97.43% |
11.12.2024 | 0.52% | 1.76 CHF | 1.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 144'147 CHF | 144'897 CHF | 98.94% | 98.94% |
10.12.2024 | 0.53% | 1.84 CHF | 1.85 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 373'673 CHF | 375'673 CHF | 98.85% | 98.85% |
09.12.2024 | 0.52% | 1.77 CHF | 1.78 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 386'730 CHF | 388'730 CHF | 98.61% | 98.61% |
06.12.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 432'266 CHF | 434'266 CHF | 98.68% | 98.68% |