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 | 0.65% | 1.31 CHF | 1.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 115'830 CHF | 116'580 CHF | 98.77% | 98.77% |
18.12.2024 | 0.50% | 1.93 CHF | 1.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 149'663 CHF | 150'413 CHF | 95.73% | 95.73% |
17.12.2024 | 0.50% | 2.01 CHF | 2.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 148'376 CHF | 149'126 CHF | 98.82% | 98.82% |
16.12.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 159'123 CHF | 159'873 CHF | 98.95% | 98.95% |
13.12.2024 | 0.46% | 2.07 CHF | 2.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 161'882 CHF | 162'632 CHF | 98.89% | 98.89% |
12.12.2024 | 0.38% | 2.31 CHF | 2.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 197'241 CHF | 197'991 CHF | 97.82% | 97.82% |
11.12.2024 | 0.38% | 2.78 CHF | 2.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 195'967 CHF | 196'717 CHF | 98.97% | 98.97% |
10.12.2024 | 0.38% | 2.69 CHF | 2.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 530'255 CHF | 532'255 CHF | 98.92% | 98.92% |
09.12.2024 | 0.39% | 2.73 CHF | 2.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 515'996 CHF | 517'996 CHF | 98.51% | 98.51% |
06.12.2024 | 0.42% | 2.32 CHF | 2.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 470'170 CHF | 472'170 CHF | 98.95% | 98.95% |