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 | 1.45% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 205'997 CHF | 69'666 CHF | 99.17% | 99.17% |
18.12.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 235'006 CHF | 79'335 CHF | 99.17% | 99.17% |
17.12.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 236'619 CHF | 79'873 CHF | 99.17% | 99.17% |
16.12.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 235'979 CHF | 79'660 CHF | 99.17% | 99.17% |
13.12.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 250'383 CHF | 84'461 CHF | 98.91% | 98.91% |
12.12.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 256'375 CHF | 86'458 CHF | 98.03% | 98.03% |
11.12.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 253'544 CHF | 85'515 CHF | 99.17% | 99.17% |
10.12.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 246'761 CHF | 83'254 CHF | 99.17% | 99.17% |
09.12.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 247'253 CHF | 83'418 CHF | 99.17% | 99.17% |
06.12.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 245'817 CHF | 82'939 CHF | 99.17% | 99.17% |