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 | 0.43% | 2.31 CHF | 2.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'381'820 CHF | 462'606 CHF | 96.27% | 96.27% |
18.12.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'380'380 CHF | 462'126 CHF | 95.29% | 95.29% |
17.12.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'382'090 CHF | 462'696 CHF | 97.40% | 97.40% |
16.12.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'383'880 CHF | 463'293 CHF | 98.82% | 98.82% |
13.12.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'314'440 CHF | 440'146 CHF | 98.64% | 98.64% |
12.12.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'354'630 CHF | 453'542 CHF | 98.51% | 98.51% |
11.12.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'347'300 CHF | 451'099 CHF | 95.71% | 95.71% |
10.12.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'335'050 CHF | 447'015 CHF | 97.58% | 97.58% |
09.12.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'359'680 CHF | 455'228 CHF | 97.98% | 97.98% |
06.12.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 1'400'860 CHF | 468'953 CHF | 98.60% | 98.60% |