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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.12.2024 | 0.55% | 1.88 CHF | 1.89 CHF | 500'000 | 500'000 | 499'999 | 499'976 | 906'440 CHF | 911'399 CHF | 100.00% | 100.00% |
20.12.2024 | 0.50% | 1.71 CHF | 1.72 CHF | 500'000 | 500'000 | 499'995 | 500'000 | 1'005'700 CHF | 1'010'710 CHF | 100.00% | 100.00% |
19.12.2024 | 0.66% | 1.64 CHF | 1.65 CHF | 500'000 | 500'000 | 499'991 | 500'000 | 753'324 CHF | 758'338 CHF | 99.42% | 99.42% |
18.12.2024 | 0.95% | 1.11 CHF | 1.12 CHF | 500'000 | 500'000 | 499'730 | 499'738 | 524'362 CHF | 529'370 CHF | 100.00% | 100.00% |
17.12.2024 | 0.97% | 1.12 CHF | 1.13 CHF | 500'000 | 500'000 | 499'994 | 499'969 | 514'074 CHF | 519'051 CHF | 100.00% | 100.00% |
16.12.2024 | 1.04% | 1.00 CHF | 1.01 CHF | 500'000 | 500'000 | 499'524 | 499'610 | 479'674 CHF | 484'760 CHF | 99.38% | 99.38% |
13.12.2024 | 1.38% | 0.89 CHF | 0.90 CHF | 500'000 | 500'000 | 499'501 | 499'484 | 363'492 CHF | 368'480 CHF | 100.00% | 100.00% |
12.12.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 500'000 | 500'000 | 499'515 | 499'515 | 406'165 CHF | 411'165 CHF | 100.00% | 100.00% |
11.12.2024 | 1.05% | 0.83 CHF | 0.84 CHF | 500'000 | 500'000 | 498'771 | 498'770 | 473'328 CHF | 478'327 CHF | 100.00% | 100.00% |
10.12.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 500'000 | 500'000 | 499'998 | 500'000 | 465'993 CHF | 470'994 CHF | 100.00% | 100.00% |