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 | 2.62% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 169'399 CHF | 57'967 CHF | 99.17% | 99.17% |
18.12.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 200'364 CHF | 68'288 CHF | 99.17% | 99.17% |
17.12.2024 | 2.20% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 202'687 CHF | 69'062 CHF | 99.17% | 99.17% |
16.12.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 201'657 CHF | 68'719 CHF | 99.17% | 99.17% |
13.12.2024 | 2.04% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 218'484 CHF | 74'328 CHF | 98.91% | 98.91% |
12.12.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 225'084 CHF | 76'528 CHF | 98.03% | 98.03% |
11.12.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 222'736 CHF | 75'745 CHF | 99.17% | 99.17% |
10.12.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 214'858 CHF | 73'119 CHF | 99.17% | 99.17% |
09.12.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 214'789 CHF | 73'096 CHF | 99.17% | 99.17% |
06.12.2024 | 2.08% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 214'256 CHF | 72'919 CHF | 99.17% | 99.17% |