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 | 0.90% | 1.05 CHF | 1.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'852 CHF | 83'602 CHF | 100.00% | 100.00% |
23.12.2024 | 0.78% | 1.25 CHF | 1.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'458 CHF | 96'208 CHF | 98.76% | 98.76% |
20.12.2024 | 0.64% | 1.41 CHF | 1.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 116'549 CHF | 117'299 CHF | 99.88% | 99.88% |
19.12.2024 | 0.77% | 1.38 CHF | 1.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 97'589 CHF | 98'339 CHF | 99.53% | 99.53% |
18.12.2024 | 1.04% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'315 | 75'315 | 71'759 CHF | 72'512 CHF | 97.13% | 97.13% |
17.12.2024 | 1.08% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 81'036 | 81'036 | 74'399 CHF | 75'210 CHF | 100.00% | 100.00% |
16.12.2024 | 1.03% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'391 CHF | 73'141 CHF | 100.00% | 100.00% |
13.12.2024 | 1.10% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 89'521 | 89'522 | 81'094 CHF | 81'991 CHF | 100.00% | 100.00% |
12.12.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 87'467 | 87'467 | 78'895 CHF | 79'770 CHF | 93.57% | 93.57% |
11.12.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'303 CHF | 72'053 CHF | 99.12% | 99.12% |