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 | 0.60% | 1.68 CHF | 1.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 124'124 CHF | 124'874 CHF | 100.00% | 100.00% |
20.12.2024 | 0.51% | 1.69 CHF | 1.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 148'172 CHF | 148'921 CHF | 100.00% | 100.00% |
19.12.2024 | 0.56% | 1.84 CHF | 1.85 CHF | 75'000 | 75'000 | 74'996 | 74'996 | 132'486 CHF | 133'236 CHF | 99.74% | 99.75% |
18.12.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 108'234 CHF | 108'984 CHF | 99.57% | 99.57% |
17.12.2024 | 0.68% | 1.45 CHF | 1.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 109'366 CHF | 110'116 CHF | 100.00% | 100.00% |
16.12.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 106'496 CHF | 107'246 CHF | 100.00% | 100.00% |
13.12.2024 | 0.71% | 1.47 CHF | 1.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 105'162 CHF | 105'912 CHF | 100.00% | 100.00% |
12.12.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 103'759 CHF | 104'509 CHF | 99.68% | 99.68% |
11.12.2024 | 0.72% | 1.35 CHF | 1.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 104'201 CHF | 104'951 CHF | 100.00% | 100.00% |
10.12.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 103'233 CHF | 103'983 CHF | 100.00% | 100.00% |