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 | 0.59% | 1.46 CHF | 1.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 126'601 CHF | 127'351 CHF | 98.11% | 98.11% |
18.12.2024 | 0.47% | 2.07 CHF | 2.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 160'334 CHF | 161'084 CHF | 95.52% | 95.52% |
17.12.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 159'072 CHF | 159'822 CHF | 98.72% | 98.72% |
16.12.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 169'808 CHF | 170'558 CHF | 98.80% | 98.80% |
13.12.2024 | 0.43% | 2.21 CHF | 2.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 172'548 CHF | 173'298 CHF | 99.03% | 99.03% |
12.12.2024 | 0.36% | 2.45 CHF | 2.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 207'815 CHF | 208'565 CHF | 98.09% | 98.09% |
11.12.2024 | 0.36% | 2.92 CHF | 2.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 206'519 CHF | 207'269 CHF | 98.88% | 98.88% |
10.12.2024 | 0.36% | 2.83 CHF | 2.84 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 558'272 CHF | 560'272 CHF | 98.82% | 98.82% |
09.12.2024 | 0.37% | 2.87 CHF | 2.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 543'921 CHF | 545'921 CHF | 98.36% | 98.36% |
06.12.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 498'099 CHF | 500'099 CHF | 98.94% | 98.94% |