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 | 0.51% | 1.72 CHF | 1.73 CHF | 150'000 | 150'000 | 149'977 | 149'997 | 292'438 CHF | 293'980 CHF | 100.00% | 100.00% |
18.12.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 150'000 | 150'000 | 149'927 | 149'927 | 360'180 CHF | 361'680 CHF | 100.00% | 100.00% |
17.12.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 150'000 | 150'000 | 150'000 | 149'996 | 357'568 CHF | 359'059 CHF | 99.99% | 99.99% |
16.12.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 150'000 | 150'000 | 149'897 | 149'897 | 379'028 CHF | 380'528 CHF | 99.98% | 99.98% |
13.12.2024 | 0.39% | 2.49 CHF | 2.50 CHF | 150'000 | 150'000 | 149'855 | 149'845 | 384'633 CHF | 386'106 CHF | 100.00% | 100.00% |
12.12.2024 | 0.33% | 2.71 CHF | 2.72 CHF | 150'000 | 150'000 | 149'860 | 149'842 | 453'479 CHF | 454'922 CHF | 100.00% | 100.00% |
11.12.2024 | 0.33% | 3.17 CHF | 3.18 CHF | 150'000 | 150'000 | 149'649 | 149'643 | 451'653 CHF | 453'135 CHF | 99.91% | 99.91% |
10.12.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 458'046 CHF | 459'546 CHF | 100.00% | 100.00% |
09.12.2024 | 0.34% | 3.13 CHF | 3.14 CHF | 150'000 | 150'000 | 149'989 | 150'000 | 447'863 CHF | 449'397 CHF | 100.00% | 100.00% |
06.12.2024 | 0.36% | 2.72 CHF | 2.73 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 412'791 CHF | 414'291 CHF | 98.96% | 98.96% |