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 | 1.58% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 282'219 CHF | 95'573 CHF | 94.63% | 94.63% |
18.12.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 326'059 CHF | 110'186 CHF | 98.45% | 98.45% |
17.12.2024 | 1.41% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 316'183 CHF | 106'894 CHF | 98.34% | 98.34% |
16.12.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 303'563 CHF | 102'688 CHF | 98.17% | 98.17% |
13.12.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 312'444 CHF | 105'648 CHF | 99.02% | 99.02% |
12.12.2024 | 1.46% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 306'872 CHF | 103'791 CHF | 97.77% | 97.77% |
11.12.2024 | 1.55% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 288'949 CHF | 97'816 CHF | 98.05% | 98.05% |
10.12.2024 | 1.55% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 288'941 CHF | 97'814 CHF | 98.14% | 98.14% |
09.12.2024 | 1.60% | 0.65 CHF | 0.66 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 279'424 CHF | 94'641 CHF | 97.28% | 97.28% |
06.12.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 281'634 CHF | 95'378 CHF | 99.15% | 99.15% |