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 | 1.53% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 291'843 CHF | 98'781 CHF | 99.49% | 99.49% |
18.12.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 300'660 CHF | 101'720 CHF | 99.58% | 99.58% |
17.12.2024 | 1.59% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 280'365 CHF | 94'955 CHF | 99.55% | 99.55% |
16.12.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 299'386 CHF | 101'295 CHF | 99.22% | 99.22% |
13.12.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 312'994 CHF | 105'831 CHF | 99.10% | 99.10% |
12.12.2024 | 1.51% | 0.69 CHF | 0.70 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 295'544 CHF | 100'014 CHF | 99.58% | 99.58% |
11.12.2024 | 1.56% | 0.67 CHF | 0.68 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 286'597 CHF | 97'032 CHF | 99.45% | 99.45% |
10.12.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 276'400 CHF | 93'633 CHF | 99.32% | 99.32% |
09.12.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 276'289 CHF | 93'596 CHF | 99.39% | 99.39% |
06.12.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 287'040 CHF | 97'180 CHF | 92.31% | 92.31% |