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 | 3.02% | 1.82 CHF | 1.85 CHF | 100'000 | 100'000 | 37'954 | 37'954 | 69'660 CHF | 71'321 CHF | 96.28% | 96.28% |
18.12.2024 | 3.63% | 2.33 CHF | 2.38 CHF | 100'000 | 100'000 | 45'540 | 37'760 | 106'833 CHF | 90'642 CHF | 97.42% | 97.42% |
17.12.2024 | 3.82% | 2.45 CHF | 2.50 CHF | 100'000 | 100'000 | 45'430 | 37'635 | 105'184 CHF | 90'133 CHF | 98.15% | 98.15% |
16.12.2024 | 2.40% | 2.21 CHF | 2.24 CHF | 100'000 | 100'000 | 45'565 | 37'789 | 99'450 CHF | 83'974 CHF | 97.17% | 97.17% |
13.12.2024 | 3.84% | 2.21 CHF | 2.26 CHF | 100'000 | 100'000 | 45'207 | 37'379 | 102'714 CHF | 87'527 CHF | 99.50% | 99.50% |
12.12.2024 | 3.98% | 2.51 CHF | 2.56 CHF | 100'000 | 100'000 | 45'205 | 37'378 | 103'554 CHF | 89'261 CHF | 99.49% | 99.49% |
11.12.2024 | 2.59% | 2.29 CHF | 2.32 CHF | 100'000 | 100'000 | 45'218 | 37'392 | 94'975 CHF | 80'813 CHF | 99.43% | 99.43% |
10.12.2024 | 2.55% | 2.20 CHF | 2.23 CHF | 100'000 | 100'000 | 45'262 | 37'442 | 96'622 CHF | 82'191 CHF | 99.22% | 99.22% |
09.12.2024 | 2.66% | 2.13 CHF | 2.16 CHF | 100'000 | 100'000 | 45'349 | 37'542 | 91'307 CHF | 77'531 CHF | 98.65% | 98.65% |
06.12.2024 | 2.63% | 2.04 CHF | 2.07 CHF | 100'000 | 100'000 | 45'189 | 37'359 | 92'120 CHF | 78'062 CHF | 99.60% | 99.60% |