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 | 0.45% | 2.27 CHF | 2.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 165'925 CHF | 166'675 CHF | 100.00% | 100.00% |
18.12.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 75'000 | 75'000 | 74'961 | 74'961 | 162'550 CHF | 163'300 CHF | 100.00% | 100.00% |
17.12.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 162'236 CHF | 162'986 CHF | 100.00% | 100.00% |
16.12.2024 | 0.48% | 1.99 CHF | 2.00 CHF | 75'000 | 75'000 | 74'942 | 74'942 | 155'084 CHF | 155'834 CHF | 100.00% | 100.00% |
13.12.2024 | 0.50% | 2.11 CHF | 2.12 CHF | 75'000 | 75'000 | 74'924 | 74'924 | 150'598 CHF | 151'348 CHF | 100.00% | 100.00% |
12.12.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 75'000 | 75'000 | 74'927 | 74'927 | 147'323 CHF | 148'073 CHF | 100.00% | 100.00% |
11.12.2024 | 0.50% | 1.83 CHF | 1.84 CHF | 75'000 | 75'000 | 74'816 | 74'816 | 149'052 CHF | 149'802 CHF | 99.94% | 99.94% |
10.12.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 75'000 | 75'000 | 74'984 | 74'984 | 161'479 CHF | 162'229 CHF | 100.00% | 100.00% |
09.12.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 163'121 CHF | 163'871 CHF | 100.00% | 100.00% |
06.12.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 170'296 CHF | 171'046 CHF | 99.92% | 99.92% |