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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.12.2024 | 1.24% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 241'167 CHF | 81'389 CHF | 97.98% | 97.98% |
23.12.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 254'364 CHF | 85'788 CHF | 98.13% | 98.13% |
20.12.2024 | 1.08% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 276'004 CHF | 93'001 CHF | 99.44% | 99.44% |
19.12.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 252'802 CHF | 85'267 CHF | 99.12% | 99.12% |
18.12.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 245'811 CHF | 82'937 CHF | 99.40% | 99.40% |
17.12.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 247'791 CHF | 83'597 CHF | 99.02% | 99.02% |
16.12.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 243'010 CHF | 82'003 CHF | 99.41% | 99.41% |
13.12.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 236'245 CHF | 79'749 CHF | 99.15% | 99.15% |
12.12.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 253'476 CHF | 85'492 CHF | 99.36% | 99.36% |
11.12.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 245'958 CHF | 82'986 CHF | 99.11% | 99.11% |