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 | 1.68% | 0.60 CHF | 0.61 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 265'749 CHF | 90'083 CHF | 98.39% | 98.39% |
18.12.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 319'174 CHF | 108'391 CHF | 99.17% | 99.17% |
17.12.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 598'792 | 199'597 | 318'206 CHF | 108'065 CHF | 99.17% | 99.17% |
16.12.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 320'884 CHF | 108'961 CHF | 99.17% | 99.17% |
13.12.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 307'226 CHF | 104'409 CHF | 98.91% | 98.91% |
12.12.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 302'926 CHF | 102'975 CHF | 98.03% | 98.03% |
11.12.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 304'218 CHF | 103'406 CHF | 99.17% | 99.17% |
10.12.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 312'309 CHF | 106'103 CHF | 99.17% | 99.17% |
09.12.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 311'090 CHF | 105'697 CHF | 99.17% | 99.17% |
06.12.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 319'626 CHF | 108'542 CHF | 99.17% | 99.17% |