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 | 2.44% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 182'066 CHF | 62'189 CHF | 98.39% | 98.39% |
18.12.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 209'371 CHF | 71'790 CHF | 99.17% | 99.17% |
17.12.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 208'369 CHF | 71'456 CHF | 99.17% | 99.17% |
16.12.2024 | 2.82% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 209'765 CHF | 71'922 CHF | 99.17% | 99.17% |
13.12.2024 | 2.97% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 199'205 CHF | 68'402 CHF | 98.91% | 98.91% |
12.12.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 195'283 CHF | 67'095 CHF | 98.03% | 98.03% |
11.12.2024 | 2.98% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 198'653 CHF | 68'218 CHF | 99.17% | 99.17% |
10.12.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 205'664 CHF | 70'555 CHF | 99.17% | 99.17% |
09.12.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 200'824 CHF | 68'942 CHF | 99.17% | 99.17% |
06.12.2024 | 2.84% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 208'681 CHF | 71'560 CHF | 99.17% | 99.17% |