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 | 0.36% | 2.56 CHF | 2.57 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 418'426 CHF | 419'926 CHF | 100.00% | 100.00% |
18.12.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 150'000 | 150'000 | 149'930 | 149'930 | 485'681 CHF | 487'181 CHF | 100.00% | 100.00% |
17.12.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 483'474 CHF | 484'974 CHF | 99.97% | 99.97% |
16.12.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 150'000 | 150'000 | 149'899 | 149'899 | 504'333 CHF | 505'833 CHF | 100.00% | 100.00% |
13.12.2024 | 0.29% | 3.32 CHF | 3.33 CHF | 150'000 | 150'000 | 149'858 | 149'858 | 509'304 CHF | 510'804 CHF | 100.00% | 100.00% |
12.12.2024 | 0.26% | 3.54 CHF | 3.55 CHF | 150'000 | 150'000 | 149'863 | 149'863 | 578'010 CHF | 579'510 CHF | 100.00% | 100.00% |
11.12.2024 | 0.26% | 3.99 CHF | 4.00 CHF | 150'000 | 150'000 | 149'659 | 149'659 | 574'801 CHF | 576'301 CHF | 100.00% | 100.00% |
10.12.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 581'649 CHF | 583'149 CHF | 100.00% | 100.00% |
09.12.2024 | 0.26% | 3.95 CHF | 3.96 CHF | 150'000 | 150'000 | 150'000 | 149'988 | 571'275 CHF | 572'731 CHF | 100.00% | 100.00% |
06.12.2024 | 0.28% | 3.54 CHF | 3.55 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 535'362 CHF | 536'862 CHF | 98.96% | 98.96% |