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 | 0.51% | 2.07 CHF | 2.08 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 592'714 CHF | 595'714 CHF | 100.00% | 100.00% |
18.12.2024 | 0.65% | 1.59 CHF | 1.60 CHF | 300'000 | 300'000 | 299'830 | 299'830 | 458'683 CHF | 461'683 CHF | 99.68% | 99.68% |
17.12.2024 | 0.67% | 1.41 CHF | 1.42 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 445'142 CHF | 448'142 CHF | 100.00% | 100.00% |
16.12.2024 | 0.65% | 1.49 CHF | 1.50 CHF | 300'000 | 300'000 | 299'770 | 299'770 | 462'350 CHF | 465'350 CHF | 99.99% | 99.99% |
13.12.2024 | 0.68% | 1.52 CHF | 1.53 CHF | 300'000 | 300'000 | 299'699 | 299'699 | 438'198 CHF | 441'198 CHF | 100.00% | 100.00% |
12.12.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 300'000 | 300'000 | 299'699 | 299'699 | 438'434 CHF | 441'434 CHF | 99.60% | 99.60% |
11.12.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 300'000 | 300'000 | 299'236 | 299'236 | 463'441 CHF | 466'441 CHF | 100.00% | 100.00% |
10.12.2024 | 0.67% | 1.56 CHF | 1.57 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 447'084 CHF | 450'084 CHF | 100.00% | 100.00% |
09.12.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 407'771 CHF | 410'771 CHF | 100.00% | 100.00% |
06.12.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 400'704 CHF | 403'704 CHF | 100.00% | 100.00% |