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 | 0.56% | 1.56 CHF | 1.57 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 133'948 CHF | 134'698 CHF | 97.95% | 97.95% |
18.12.2024 | 0.45% | 2.17 CHF | 2.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 167'666 CHF | 168'416 CHF | 95.62% | 95.62% |
17.12.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 166'427 CHF | 167'177 CHF | 98.99% | 98.99% |
16.12.2024 | 0.42% | 2.35 CHF | 2.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 177'100 CHF | 177'850 CHF | 98.65% | 98.65% |
13.12.2024 | 0.42% | 2.31 CHF | 2.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 179'861 CHF | 180'611 CHF | 98.92% | 98.92% |
12.12.2024 | 0.35% | 2.55 CHF | 2.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 215'086 CHF | 215'836 CHF | 98.08% | 98.08% |
11.12.2024 | 0.35% | 3.01 CHF | 3.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 213'725 CHF | 214'475 CHF | 98.66% | 98.66% |
10.12.2024 | 0.35% | 2.92 CHF | 2.93 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 577'467 CHF | 579'467 CHF | 98.81% | 98.81% |
09.12.2024 | 0.36% | 2.97 CHF | 2.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 563'304 CHF | 565'304 CHF | 99.03% | 99.03% |
06.12.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 517'235 CHF | 519'235 CHF | 98.94% | 98.94% |