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 | 0.28% | 3.86 CHF | 3.87 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 543'922 CHF | 545'422 CHF | 100.00% | 100.00% |
18.12.2024 | 0.32% | 3.22 CHF | 3.23 CHF | 150'000 | 150'000 | 149'922 | 149'922 | 473'496 CHF | 474'996 CHF | 100.00% | 100.00% |
17.12.2024 | 0.31% | 3.15 CHF | 3.16 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 478'252 CHF | 479'752 CHF | 100.00% | 100.00% |
16.12.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 150'000 | 150'000 | 149'892 | 149'892 | 453'214 CHF | 454'714 CHF | 100.00% | 100.00% |
13.12.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 150'000 | 150'000 | 149'853 | 149'853 | 449'837 CHF | 451'337 CHF | 100.00% | 100.00% |
12.12.2024 | 0.40% | 2.83 CHF | 2.84 CHF | 150'000 | 150'000 | 149'855 | 149'855 | 375'589 CHF | 377'089 CHF | 100.00% | 100.00% |
11.12.2024 | 0.40% | 2.35 CHF | 2.36 CHF | 150'000 | 150'000 | 149'637 | 149'637 | 373'180 CHF | 374'680 CHF | 100.00% | 100.00% |
10.12.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 365'633 CHF | 367'133 CHF | 100.00% | 100.00% |
09.12.2024 | 0.40% | 2.34 CHF | 2.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 375'040 CHF | 376'540 CHF | 100.00% | 100.00% |
06.12.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 410'309 CHF | 411'809 CHF | 98.98% | 98.98% |