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 | 0.32% | 3.19 CHF | 3.20 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'561'200 CHF | 1'566'200 CHF | 100.00% | 100.00% |
20.12.2024 | 0.30% | 3.03 CHF | 3.04 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'668'070 CHF | 1'673'070 CHF | 100.00% | 100.00% |
19.12.2024 | 0.35% | 2.94 CHF | 2.95 CHF | 500'000 | 500'000 | 500'000 | 499'983 | 1'406'850 CHF | 1'411'800 CHF | 99.42% | 99.42% |
18.12.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 500'000 | 500'000 | 499'724 | 499'724 | 1'181'890 CHF | 1'186'890 CHF | 100.00% | 100.00% |
17.12.2024 | 0.43% | 2.44 CHF | 2.45 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'170'700 CHF | 1'175'700 CHF | 100.00% | 100.00% |
16.12.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 500'000 | 500'000 | 499'617 | 499'617 | 1'131'980 CHF | 1'136'980 CHF | 99.37% | 99.37% |
13.12.2024 | 0.49% | 2.20 CHF | 2.21 CHF | 500'000 | 500'000 | 499'503 | 499'503 | 1'016'710 CHF | 1'021'710 CHF | 100.00% | 100.00% |
12.12.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 500'000 | 500'000 | 499'506 | 499'506 | 1'055'400 CHF | 1'060'400 CHF | 100.00% | 100.00% |
11.12.2024 | 0.45% | 2.12 CHF | 2.13 CHF | 500'000 | 500'000 | 498'764 | 498'764 | 1'118'190 CHF | 1'123'190 CHF | 100.00% | 100.00% |
10.12.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'113'840 CHF | 1'118'840 CHF | 100.00% | 100.00% |