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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.12.2024 | 1.62% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 184'248 CHF | 62'416 CHF | 97.96% | 97.96% |
23.12.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 169'766 CHF | 57'589 CHF | 98.13% | 98.13% |
20.12.2024 | 2.01% | 0.56 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 147'932 CHF | 50'311 CHF | 99.44% | 99.44% |
19.12.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 172'837 CHF | 58'612 CHF | 99.12% | 99.12% |
18.12.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 182'052 CHF | 61'684 CHF | 99.40% | 99.40% |
17.12.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 181'701 CHF | 61'567 CHF | 99.02% | 99.02% |
16.12.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 185'288 CHF | 62'763 CHF | 99.41% | 99.41% |
13.12.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 193'283 CHF | 65'428 CHF | 99.15% | 99.15% |
12.12.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 173'943 CHF | 58'981 CHF | 99.36% | 99.36% |
11.12.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 180'271 CHF | 61'091 CHF | 99.10% | 99.10% |