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 | 1.10% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 272'440 CHF | 91'813 CHF | 99.12% | 99.12% |
18.12.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 282'046 CHF | 95'015 CHF | 99.40% | 99.40% |
17.12.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 282'113 CHF | 95'038 CHF | 99.02% | 99.02% |
16.12.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 285'345 CHF | 96'115 CHF | 99.41% | 99.41% |
13.12.2024 | 1.02% | 1.00 CHF | 1.00 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 293'336 CHF | 98'779 CHF | 99.15% | 99.15% |
12.12.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 273'393 CHF | 92'131 CHF | 99.36% | 99.36% |
11.12.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 279'252 CHF | 94'084 CHF | 99.11% | 99.11% |
10.12.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 282'046 CHF | 95'015 CHF | 98.45% | 98.45% |
09.12.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 299'537 CHF | 100'846 CHF | 99.43% | 99.43% |
06.12.2024 | 1.01% | 0.97 CHF | 0.98 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 295'008 CHF | 99'336 CHF | 99.40% | 99.40% |