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 | 0.25% | 4.14 CHF | 4.15 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'000'380 CHF | 1'002'880 CHF | 99.76% | 99.76% |
18.12.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 250'000 | 250'000 | 249'864 | 249'864 | 645'065 CHF | 647'565 CHF | 99.57% | 99.57% |
17.12.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 664'219 CHF | 666'719 CHF | 100.00% | 100.00% |
16.12.2024 | 0.39% | 2.45 CHF | 2.46 CHF | 250'000 | 250'000 | 249'815 | 249'815 | 636'357 CHF | 638'857 CHF | 100.00% | 100.00% |
13.12.2024 | 0.40% | 2.79 CHF | 2.80 CHF | 250'000 | 250'000 | 249'749 | 249'749 | 630'705 CHF | 633'205 CHF | 100.00% | 100.00% |
12.12.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 250'000 | 250'000 | 249'753 | 249'753 | 618'867 CHF | 621'367 CHF | 100.00% | 100.00% |
11.12.2024 | 0.38% | 2.41 CHF | 2.42 CHF | 250'000 | 250'000 | 249'382 | 249'382 | 660'913 CHF | 663'413 CHF | 100.00% | 100.00% |
10.12.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 250'000 | 250'000 | 249'999 | 250'000 | 652'489 CHF | 654'993 CHF | 100.00% | 100.00% |
09.12.2024 | 0.42% | 2.59 CHF | 2.60 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 594'077 CHF | 596'577 CHF | 100.00% | 100.00% |
06.12.2024 | 0.41% | 2.37 CHF | 2.38 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 613'691 CHF | 616'191 CHF | 100.00% | 100.00% |