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 | 1.48% | 0.66 CHF | 0.67 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 302'696 CHF | 102'399 CHF | 98.39% | 98.39% |
18.12.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 226'515 CHF | 76'505 CHF | 99.17% | 99.17% |
17.12.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 227'922 CHF | 76'974 CHF | 99.17% | 99.17% |
16.12.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 227'180 CHF | 76'727 CHF | 99.17% | 99.17% |
13.12.2024 | 1.24% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 240'735 CHF | 81'245 CHF | 98.91% | 98.91% |
12.12.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 245'589 CHF | 82'863 CHF | 98.03% | 98.03% |
11.12.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 243'662 CHF | 82'221 CHF | 99.17% | 99.17% |
10.12.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 237'335 CHF | 80'112 CHF | 99.17% | 99.17% |
09.12.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 238'364 CHF | 80'455 CHF | 99.17% | 99.17% |
06.12.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 237'759 CHF | 80'253 CHF | 99.17% | 99.17% |