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 | 3.16% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 140'241 CHF | 48'247 CHF | 99.43% | 99.43% |
18.12.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 150'873 CHF | 51'791 CHF | 99.52% | 99.52% |
17.12.2024 | 3.37% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 131'877 CHF | 45'459 CHF | 99.56% | 99.56% |
16.12.2024 | 2.98% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 148'907 CHF | 51'136 CHF | 99.14% | 99.14% |
13.12.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 161'585 CHF | 55'362 CHF | 99.03% | 99.03% |
12.12.2024 | 3.00% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 148'228 CHF | 50'909 CHF | 99.58% | 99.58% |
11.12.2024 | 3.15% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 140'692 CHF | 48'397 CHF | 99.42% | 99.42% |
10.12.2024 | 3.35% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 132'150 CHF | 45'550 CHF | 99.35% | 99.35% |
09.12.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 132'271 CHF | 45'590 CHF | 99.41% | 99.41% |
06.12.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 142'573 CHF | 49'024 CHF | 92.27% | 92.27% |