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 | 1.74% | 3.23 CHF | 3.26 CHF | 100'000 | 100'000 | 37'953 | 37'953 | 121'637 CHF | 123'298 CHF | 96.28% | 96.28% |
18.12.2024 | 1.84% | 2.95 CHF | 2.98 CHF | 200'000 | 200'000 | 75'518 | 75'518 | 221'572 CHF | 224'771 CHF | 97.41% | 97.41% |
17.12.2024 | 1.78% | 2.88 CHF | 2.91 CHF | 200'000 | 200'000 | 75'268 | 75'268 | 222'418 CHF | 225'611 CHF | 98.14% | 98.14% |
16.12.2024 | 1.74% | 3.04 CHF | 3.07 CHF | 200'000 | 200'000 | 75'576 | 75'576 | 230'907 CHF | 234'107 CHF | 97.17% | 97.17% |
13.12.2024 | 1.78% | 3.04 CHF | 3.07 CHF | 200'000 | 200'000 | 74'756 | 74'756 | 223'612 CHF | 226'794 CHF | 99.49% | 99.49% |
12.12.2024 | 1.77% | 2.83 CHF | 2.86 CHF | 200'000 | 200'000 | 74'755 | 74'755 | 219'330 CHF | 222'512 CHF | 99.48% | 99.48% |
11.12.2024 | 1.70% | 2.95 CHF | 2.98 CHF | 200'000 | 200'000 | 74'779 | 74'779 | 229'293 CHF | 232'475 CHF | 99.42% | 99.42% |
10.12.2024 | 1.72% | 3.02 CHF | 3.05 CHF | 200'000 | 200'000 | 74'881 | 74'881 | 227'175 CHF | 230'360 CHF | 99.22% | 99.22% |
09.12.2024 | 1.69% | 3.04 CHF | 3.07 CHF | 200'000 | 200'000 | 75'080 | 75'080 | 234'129 CHF | 237'319 CHF | 98.64% | 98.64% |
06.12.2024 | 1.70% | 3.12 CHF | 3.15 CHF | 200'000 | 200'000 | 74'718 | 74'718 | 231'493 CHF | 234'674 CHF | 99.60% | 99.60% |