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 | 3.71% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 119'115 CHF | 41'205 CHF | 99.17% | 99.17% |
18.12.2024 | 2.95% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 150'250 CHF | 51'583 CHF | 99.17% | 99.17% |
17.12.2024 | 2.92% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 152'223 CHF | 52'241 CHF | 99.17% | 99.17% |
16.12.2024 | 2.93% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 151'646 CHF | 52'049 CHF | 99.17% | 99.17% |
13.12.2024 | 2.62% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 169'532 CHF | 58'011 CHF | 98.91% | 98.91% |
12.12.2024 | 2.52% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 176'547 CHF | 60'349 CHF | 98.03% | 98.03% |
11.12.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 173'416 CHF | 59'305 CHF | 99.17% | 99.17% |
10.12.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 165'943 CHF | 56'814 CHF | 99.17% | 99.17% |
09.12.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 168'341 CHF | 57'614 CHF | 99.17% | 99.17% |
06.12.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 168'279 CHF | 57'593 CHF | 99.17% | 99.17% |