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 | 0.66% | 1.57 CHF | 1.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 113'373 CHF | 114'123 CHF | 100.00% | 100.00% |
18.12.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 75'000 | 75'000 | 74'962 | 74'962 | 109'503 CHF | 110'253 CHF | 100.00% | 100.00% |
17.12.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 109'077 CHF | 109'827 CHF | 100.00% | 100.00% |
16.12.2024 | 0.73% | 1.30 CHF | 1.31 CHF | 75'000 | 75'000 | 74'944 | 74'944 | 102'907 CHF | 103'657 CHF | 100.00% | 100.00% |
13.12.2024 | 0.76% | 1.41 CHF | 1.42 CHF | 75'000 | 75'000 | 74'926 | 74'926 | 98'847 CHF | 99'597 CHF | 100.00% | 100.00% |
12.12.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 75'000 | 75'000 | 74'930 | 74'930 | 95'986 CHF | 96'736 CHF | 100.00% | 100.00% |
11.12.2024 | 0.77% | 1.16 CHF | 1.17 CHF | 75'000 | 75'000 | 74'818 | 74'818 | 97'412 CHF | 98'162 CHF | 99.94% | 99.94% |
10.12.2024 | 0.67% | 1.43 CHF | 1.44 CHF | 75'000 | 75'000 | 74'984 | 74'984 | 111'571 CHF | 112'321 CHF | 100.00% | 100.00% |
09.12.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 116'343 CHF | 117'093 CHF | 100.00% | 100.00% |
06.12.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 122'786 CHF | 123'536 CHF | 99.92% | 99.92% |