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 | 2.45% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 181'394 CHF | 61'965 CHF | 99.44% | 99.44% |
18.12.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 192'075 CHF | 65'525 CHF | 99.58% | 99.58% |
17.12.2024 | 2.59% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 172'268 CHF | 58'923 CHF | 99.58% | 99.58% |
16.12.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 190'988 CHF | 65'163 CHF | 99.22% | 99.22% |
13.12.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 203'209 CHF | 69'236 CHF | 99.03% | 99.03% |
12.12.2024 | 2.36% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 188'884 CHF | 64'461 CHF | 99.57% | 99.57% |
11.12.2024 | 2.46% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 181'217 CHF | 61'906 CHF | 99.46% | 99.46% |
10.12.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 172'678 CHF | 59'059 CHF | 99.33% | 99.33% |
09.12.2024 | 2.57% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 172'671 CHF | 59'057 CHF | 99.36% | 99.36% |
06.12.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 182'143 CHF | 62'214 CHF | 92.13% | 92.13% |