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 | 0.37% | 2.96 CHF | 2.97 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 408'740 CHF | 410'240 CHF | 100.00% | 100.00% |
18.12.2024 | 0.44% | 2.32 CHF | 2.33 CHF | 150'000 | 150'000 | 149'919 | 149'919 | 338'842 CHF | 340'342 CHF | 100.00% | 100.00% |
17.12.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 343'835 CHF | 345'335 CHF | 100.00% | 100.00% |
16.12.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 150'000 | 150'000 | 149'891 | 149'891 | 318'876 CHF | 320'376 CHF | 100.00% | 100.00% |
13.12.2024 | 0.48% | 2.18 CHF | 2.19 CHF | 150'000 | 150'000 | 149'852 | 149'852 | 315'289 CHF | 316'789 CHF | 100.00% | 100.00% |
12.12.2024 | 0.63% | 1.94 CHF | 1.95 CHF | 150'000 | 150'000 | 149'852 | 149'854 | 241'926 CHF | 243'430 CHF | 100.00% | 100.00% |
11.12.2024 | 0.63% | 1.46 CHF | 1.47 CHF | 150'000 | 150'000 | 149'632 | 149'632 | 240'271 CHF | 241'771 CHF | 100.00% | 100.00% |
10.12.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 232'910 CHF | 234'410 CHF | 100.00% | 100.00% |
09.12.2024 | 0.62% | 1.46 CHF | 1.47 CHF | 150'000 | 150'000 | 150'000 | 149'999 | 242'577 CHF | 244'075 CHF | 100.00% | 100.00% |
06.12.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 278'016 CHF | 279'516 CHF | 98.98% | 98.98% |