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 | 0.90% | 1.11 CHF | 1.12 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 664'152 CHF | 223'384 CHF | 96.26% | 96.26% |
18.12.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 659'151 CHF | 221'717 CHF | 95.29% | 95.29% |
17.12.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 659'117 CHF | 221'706 CHF | 97.41% | 97.41% |
16.12.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 663'603 CHF | 223'201 CHF | 98.82% | 98.82% |
13.12.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 593'619 CHF | 199'873 CHF | 98.64% | 98.64% |
12.12.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 638'196 CHF | 214'732 CHF | 98.51% | 98.51% |
11.12.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 633'503 CHF | 213'168 CHF | 95.70% | 95.70% |
10.12.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 622'873 CHF | 209'624 CHF | 97.58% | 97.58% |
09.12.2024 | 0.93% | 1.04 CHF | 1.05 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 644'958 CHF | 216'986 CHF | 97.99% | 97.99% |
06.12.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 686'682 CHF | 230'894 CHF | 98.61% | 98.61% |