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 | 2.05% | 0.40 CHF | 0.41 CHF | 300'000 | 300'000 | 300'000 | 299'996 | 146'219 CHF | 149'218 CHF | 100.00% | 100.00% |
18.12.2024 | 1.05% | 0.89 CHF | 0.90 CHF | 300'000 | 300'000 | 299'861 | 299'861 | 283'325 CHF | 286'325 CHF | 99.68% | 99.68% |
17.12.2024 | 1.00% | 1.07 CHF | 1.08 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 300'081 CHF | 303'081 CHF | 100.00% | 100.00% |
16.12.2024 | 1.05% | 0.99 CHF | 1.00 CHF | 300'000 | 300'000 | 299'785 | 299'785 | 283'720 CHF | 286'720 CHF | 100.00% | 100.00% |
13.12.2024 | 0.96% | 0.98 CHF | 0.99 CHF | 300'000 | 300'000 | 299'717 | 299'717 | 313'118 CHF | 316'118 CHF | 100.00% | 100.00% |
12.12.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 300'000 | 300'000 | 299'728 | 299'728 | 313'591 CHF | 316'591 CHF | 99.60% | 99.60% |
11.12.2024 | 1.04% | 0.99 CHF | 1.00 CHF | 300'000 | 300'000 | 299'305 | 299'305 | 287'998 CHF | 290'998 CHF | 100.00% | 100.00% |
10.12.2024 | 0.96% | 0.95 CHF | 0.96 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 311'130 CHF | 314'130 CHF | 100.00% | 100.00% |
09.12.2024 | 0.84% | 1.15 CHF | 1.16 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 356'279 CHF | 359'279 CHF | 100.00% | 100.00% |
06.12.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 365'891 CHF | 368'891 CHF | 100.00% | 100.00% |