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 | 1.95% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 228'165 CHF | 77'555 CHF | 98.39% | 98.39% |
18.12.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 267'693 CHF | 91'231 CHF | 99.17% | 99.17% |
17.12.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 267'459 CHF | 91'153 CHF | 99.17% | 99.17% |
16.12.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 268'631 CHF | 91'544 CHF | 99.17% | 99.17% |
13.12.2024 | 2.31% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 256'468 CHF | 87'489 CHF | 98.91% | 98.91% |
12.12.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 251'708 CHF | 85'903 CHF | 98.03% | 98.03% |
11.12.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 254'823 CHF | 86'941 CHF | 99.17% | 99.17% |
10.12.2024 | 2.27% | 0.44 CHF | 0.45 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 261'893 CHF | 89'298 CHF | 99.17% | 99.17% |
09.12.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 258'741 CHF | 88'247 CHF | 99.17% | 99.17% |
06.12.2024 | 2.23% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 266'721 CHF | 90'907 CHF | 99.17% | 99.17% |