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 | 0.21% | 5.09 CHF | 5.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 364'212 CHF | 364'962 CHF | 99.05% | 99.05% |
18.12.2024 | 0.23% | 4.45 CHF | 4.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 328'682 CHF | 329'432 CHF | 95.44% | 95.44% |
17.12.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 331'594 CHF | 332'344 CHF | 98.81% | 98.81% |
16.12.2024 | 0.23% | 4.27 CHF | 4.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 319'019 CHF | 319'769 CHF | 98.98% | 98.98% |
13.12.2024 | 0.24% | 4.32 CHF | 4.33 CHF | 75'000 | 75'000 | 74'999 | 75'000 | 317'204 CHF | 317'957 CHF | 98.84% | 98.84% |
12.12.2024 | 0.27% | 4.05 CHF | 4.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 279'005 CHF | 279'755 CHF | 97.99% | 97.99% |
11.12.2024 | 0.27% | 3.55 CHF | 3.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 278'131 CHF | 278'881 CHF | 98.58% | 98.58% |
10.12.2024 | 0.27% | 3.63 CHF | 3.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 729'669 CHF | 731'669 CHF | 98.57% | 98.57% |
09.12.2024 | 0.27% | 3.54 CHF | 3.55 CHF | 200'000 | 200'000 | 200'000 | 199'999 | 742'014 CHF | 744'012 CHF | 98.76% | 98.76% |
06.12.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 787'028 CHF | 789'028 CHF | 98.33% | 98.33% |