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 | 1.69% | 0.59 CHF | 0.60 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 264'567 CHF | 89'689 CHF | 99.50% | 99.50% |
18.12.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 274'382 CHF | 92'961 CHF | 99.58% | 99.58% |
17.12.2024 | 1.76% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 254'002 CHF | 86'167 CHF | 99.58% | 99.58% |
16.12.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 272'617 CHF | 92'372 CHF | 99.11% | 99.11% |
13.12.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 286'998 CHF | 97'166 CHF | 99.10% | 99.10% |
12.12.2024 | 1.65% | 0.63 CHF | 0.64 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 270'072 CHF | 91'524 CHF | 99.58% | 99.58% |
11.12.2024 | 1.71% | 0.61 CHF | 0.62 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 260'486 CHF | 88'329 CHF | 99.48% | 99.48% |
10.12.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 249'907 CHF | 84'802 CHF | 99.54% | 99.54% |
09.12.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 250'980 CHF | 85'160 CHF | 99.38% | 99.38% |
06.12.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 261'118 CHF | 88'539 CHF | 92.45% | 92.45% |