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 | 1.31% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 341'361 CHF | 115'287 CHF | 98.39% | 98.39% |
18.12.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 253'167 CHF | 85'389 CHF | 99.17% | 99.17% |
17.12.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 254'315 CHF | 85'772 CHF | 99.17% | 99.17% |
16.12.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 253'614 CHF | 85'538 CHF | 99.17% | 99.17% |
13.12.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 267'363 CHF | 90'121 CHF | 98.91% | 98.91% |
12.12.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 272'128 CHF | 91'709 CHF | 98.03% | 98.03% |
11.12.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 270'234 CHF | 91'078 CHF | 99.17% | 99.17% |
10.12.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 263'755 CHF | 88'918 CHF | 99.17% | 99.17% |
09.12.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 265'555 CHF | 89'518 CHF | 99.17% | 99.17% |
06.12.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 265'294 CHF | 89'431 CHF | 99.17% | 99.17% |