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 | 0.94% | 0.85 CHF | 0.86 CHF | 150'000 | 150'000 | 149'997 | 149'998 | 161'201 CHF | 162'703 CHF | 100.00% | 100.00% |
18.12.2024 | 0.65% | 1.46 CHF | 1.47 CHF | 150'000 | 150'000 | 149'919 | 149'927 | 228'772 CHF | 230'284 CHF | 100.00% | 100.00% |
17.12.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 150'000 | 150'000 | 149'993 | 150'000 | 226'400 CHF | 227'910 CHF | 99.98% | 99.98% |
16.12.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 150'000 | 150'000 | 149'890 | 149'890 | 248'516 CHF | 250'016 CHF | 99.98% | 99.98% |
13.12.2024 | 0.59% | 1.62 CHF | 1.63 CHF | 150'000 | 150'000 | 149'850 | 149'850 | 253'947 CHF | 255'447 CHF | 100.00% | 100.00% |
12.12.2024 | 0.47% | 1.84 CHF | 1.85 CHF | 150'000 | 150'000 | 149'854 | 149'855 | 323'604 CHF | 325'107 CHF | 100.00% | 100.00% |
11.12.2024 | 0.47% | 2.30 CHF | 2.31 CHF | 150'000 | 150'000 | 149'642 | 149'642 | 322'533 CHF | 324'033 CHF | 99.91% | 99.91% |
10.12.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 150'000 | 150'000 | 149'970 | 150'000 | 329'727 CHF | 331'290 CHF | 100.00% | 100.00% |
09.12.2024 | 0.47% | 2.27 CHF | 2.28 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 319'191 CHF | 320'691 CHF | 100.00% | 100.00% |
06.12.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 284'279 CHF | 285'779 CHF | 98.95% | 98.95% |