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 | 0.25% | 4.35 CHF | 4.36 CHF | 130'000 | 130'000 | 51'272 | 51'272 | 223'371 CHF | 223'899 CHF | 99.77% | 99.77% |
18.12.2024 | 0.22% | 4.75 CHF | 4.76 CHF | 120'000 | 120'000 | 48'320 | 48'320 | 223'543 CHF | 224'027 CHF | 99.94% | 99.94% |
17.12.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 130'000 | 130'000 | 51'312 | 51'312 | 211'807 CHF | 212'321 CHF | 99.68% | 99.68% |
16.12.2024 | 0.23% | 4.30 CHF | 4.31 CHF | 130'000 | 130'000 | 50'313 | 50'313 | 223'536 CHF | 224'041 CHF | 99.23% | 99.23% |
13.12.2024 | 0.21% | 4.47 CHF | 4.48 CHF | 130'000 | 130'000 | 47'519 | 47'519 | 232'919 CHF | 233'397 CHF | 99.81% | 99.81% |
12.12.2024 | 0.21% | 4.79 CHF | 4.80 CHF | 120'000 | 120'000 | 47'448 | 47'448 | 230'650 CHF | 231'126 CHF | 99.93% | 99.93% |
11.12.2024 | 0.22% | 4.80 CHF | 4.81 CHF | 120'000 | 120'000 | 47'426 | 47'426 | 225'191 CHF | 225'667 CHF | 99.38% | 99.38% |
10.12.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 120'000 | 120'000 | 47'424 | 47'424 | 234'853 CHF | 235'328 CHF | 100.00% | 100.00% |
09.12.2024 | 0.20% | 4.81 CHF | 4.82 CHF | 120'000 | 120'000 | 47'337 | 47'337 | 235'265 CHF | 235'739 CHF | 99.66% | 99.66% |
06.12.2024 | 0.19% | 5.23 CHF | 5.24 CHF | 120'000 | 120'000 | 47'473 | 47'473 | 257'420 CHF | 257'895 CHF | 100.00% | 100.00% |