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 | 0.26% | 4.07 CHF | 4.08 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'944'360 CHF | 1'949'360 CHF | 99.75% | 99.75% |
18.12.2024 | 0.38% | 2.68 CHF | 2.69 CHF | 500'000 | 500'000 | 499'741 | 499'741 | 1'310'940 CHF | 1'315'940 CHF | 100.00% | 100.00% |
17.12.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'306'940 CHF | 1'311'940 CHF | 99.63% | 99.63% |
16.12.2024 | 0.35% | 2.64 CHF | 2.65 CHF | 500'000 | 500'000 | 499'611 | 499'611 | 1'443'920 CHF | 1'448'920 CHF | 100.00% | 100.00% |
13.12.2024 | 0.33% | 3.26 CHF | 3.27 CHF | 500'000 | 500'000 | 499'503 | 499'503 | 1'532'300 CHF | 1'537'300 CHF | 100.00% | 100.00% |
12.12.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 500'000 | 500'000 | 499'523 | 499'523 | 1'595'650 CHF | 1'600'650 CHF | 100.00% | 100.00% |
11.12.2024 | 0.28% | 3.15 CHF | 3.16 CHF | 500'000 | 500'000 | 498'767 | 498'767 | 1'766'270 CHF | 1'771'270 CHF | 100.00% | 100.00% |
10.12.2024 | 0.28% | 3.54 CHF | 3.55 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'779'030 CHF | 1'784'030 CHF | 100.00% | 100.00% |
09.12.2024 | 0.30% | 3.61 CHF | 3.62 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'690'770 CHF | 1'695'770 CHF | 100.00% | 100.00% |
06.12.2024 | 0.28% | 3.41 CHF | 3.42 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'790'080 CHF | 1'795'080 CHF | 100.00% | 100.00% |