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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.12.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'011 CHF | 37'511 CHF | 100.00% | 100.00% |
20.12.2024 | 1.44% | 0.74 CHF | 0.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 34'467 CHF | 34'967 CHF | 100.00% | 100.00% |
19.12.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'010 CHF | 35'510 CHF | 100.00% | 100.00% |
18.12.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'897 CHF | 40'397 CHF | 100.00% | 100.00% |
17.12.2024 | 1.18% | 0.81 CHF | 0.82 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 33'670 CHF | 34'070 CHF | 100.00% | 100.00% |
16.12.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 34'404 CHF | 34'804 CHF | 100.00% | 100.00% |
13.12.2024 | 1.09% | 0.87 CHF | 0.88 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 36'524 CHF | 36'924 CHF | 100.00% | 100.00% |
12.12.2024 | 1.11% | 0.88 CHF | 0.89 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 35'753 CHF | 36'153 CHF | 100.00% | 100.00% |
11.12.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'179 CHF | 45'679 CHF | 100.00% | 100.00% |
10.12.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 35'505 CHF | 35'905 CHF | 100.00% | 100.00% |