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 | 1.66% | 0.51 CHF | 0.52 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 114'767 CHF | 116'667 CHF | 100.00% | 100.00% |
18.12.2024 | 1.19% | 0.80 CHF | 0.81 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 150'634 CHF | 152'434 CHF | 100.00% | 100.00% |
17.12.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 149'834 CHF | 151'634 CHF | 100.00% | 100.00% |
16.12.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 168'227 CHF | 170'027 CHF | 99.95% | 99.95% |
13.12.2024 | 1.04% | 0.90 CHF | 0.91 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 162'292 CHF | 163'992 CHF | 100.00% | 100.00% |
12.12.2024 | 0.78% | 1.07 CHF | 1.08 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 181'206 CHF | 182'606 CHF | 100.00% | 100.00% |
11.12.2024 | 0.75% | 1.45 CHF | 1.46 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 185'642 CHF | 187'042 CHF | 100.00% | 100.00% |
10.12.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 189'874 CHF | 191'274 CHF | 100.00% | 100.00% |
09.12.2024 | 0.77% | 1.42 CHF | 1.43 CHF | 160'000 | 160'000 | 160'000 | 159'988 | 209'272 CHF | 210'858 CHF | 100.00% | 100.00% |
06.12.2024 | 0.86% | 1.13 CHF | 1.14 CHF | 160'000 | 160'000 | 159'945 | 159'945 | 184'456 CHF | 186'056 CHF | 100.00% | 100.00% |