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 | 3.40% | 0.30 CHF | 0.31 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 217'002 CHF | 74'834 CHF | 98.39% | 98.39% |
18.12.2024 | 3.82% | 0.26 CHF | 0.27 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 230'974 CHF | 79'992 CHF | 99.17% | 99.17% |
17.12.2024 | 3.84% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 229'808 CHF | 79'603 CHF | 99.17% | 99.17% |
16.12.2024 | 3.81% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 231'972 CHF | 80'324 CHF | 99.17% | 99.17% |
13.12.2024 | 3.98% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 221'588 CHF | 76'863 CHF | 98.91% | 98.91% |
12.12.2024 | 4.09% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 215'653 CHF | 74'884 CHF | 98.03% | 98.03% |
11.12.2024 | 4.00% | 0.24 CHF | 0.25 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 220'713 CHF | 76'571 CHF | 99.17% | 99.17% |
10.12.2024 | 3.91% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 225'586 CHF | 78'196 CHF | 99.17% | 99.17% |
09.12.2024 | 3.93% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 224'466 CHF | 77'822 CHF | 99.17% | 99.17% |
06.12.2024 | 3.75% | 0.25 CHF | 0.26 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 235'615 CHF | 81'538 CHF | 99.17% | 99.17% |