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 | 0.82% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 362'889 CHF | 121'963 CHF | 99.12% | 99.12% |
18.12.2024 | 0.80% | 1.25 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 372'959 CHF | 125'320 CHF | 99.40% | 99.40% |
17.12.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 373'333 CHF | 125'444 CHF | 99.01% | 99.01% |
16.12.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 376'132 CHF | 126'377 CHF | 99.41% | 99.41% |
13.12.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 384'011 CHF | 129'004 CHF | 99.15% | 99.15% |
12.12.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 363'651 CHF | 122'217 CHF | 99.36% | 99.36% |
11.12.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 369'094 CHF | 124'031 CHF | 99.10% | 99.10% |
10.12.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 371'766 CHF | 124'922 CHF | 98.44% | 98.44% |
09.12.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 389'506 CHF | 130'835 CHF | 99.43% | 99.43% |
06.12.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 384'805 CHF | 129'268 CHF | 99.40% | 99.40% |