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 | 1.34% | 0.76 CHF | 0.77 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 222'881 CHF | 75'294 CHF | 99.12% | 99.12% |
18.12.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 232'357 CHF | 78'452 CHF | 99.41% | 99.41% |
17.12.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 232'228 CHF | 78'409 CHF | 99.01% | 99.01% |
16.12.2024 | 1.27% | 0.80 CHF | 0.81 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 235'595 CHF | 79'532 CHF | 99.41% | 99.41% |
13.12.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 243'665 CHF | 82'222 CHF | 99.15% | 99.15% |
12.12.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 223'975 CHF | 75'658 CHF | 99.36% | 99.36% |
11.12.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 229'936 CHF | 77'645 CHF | 99.10% | 99.10% |
10.12.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 232'857 CHF | 78'619 CHF | 98.44% | 98.44% |
09.12.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 250'274 CHF | 84'425 CHF | 99.43% | 99.43% |
06.12.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 245'789 CHF | 82'930 CHF | 99.40% | 99.40% |