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 | 1.86% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 149'997 | 150'000 | 83'720 CHF | 85'221 CHF | 100.00% | 100.00% |
18.12.2024 | 1.00% | 0.93 CHF | 0.94 CHF | 150'000 | 150'000 | 149'915 | 149'915 | 149'770 CHF | 151'270 CHF | 100.00% | 100.00% |
17.12.2024 | 1.01% | 1.01 CHF | 1.02 CHF | 150'000 | 150'000 | 150'000 | 149'999 | 147'139 CHF | 148'638 CHF | 100.00% | 100.00% |
16.12.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 150'000 | 150'000 | 149'876 | 149'877 | 168'881 CHF | 170'382 CHF | 100.00% | 100.00% |
13.12.2024 | 0.86% | 1.09 CHF | 1.10 CHF | 150'000 | 150'000 | 149'831 | 149'834 | 174'246 CHF | 175'750 CHF | 100.00% | 100.00% |
12.12.2024 | 0.62% | 1.31 CHF | 1.32 CHF | 150'000 | 150'000 | 149'845 | 149'844 | 245'156 CHF | 246'655 CHF | 100.00% | 100.00% |
11.12.2024 | 0.61% | 1.78 CHF | 1.79 CHF | 150'000 | 150'000 | 149'607 | 149'607 | 244'495 CHF | 245'995 CHF | 100.00% | 100.00% |
10.12.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 251'248 CHF | 252'748 CHF | 100.00% | 100.00% |
09.12.2024 | 0.62% | 1.76 CHF | 1.77 CHF | 150'000 | 150'000 | 150'000 | 149'999 | 241'435 CHF | 242'934 CHF | 100.00% | 100.00% |
06.12.2024 | 0.72% | 1.35 CHF | 1.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 206'649 CHF | 208'149 CHF | 98.98% | 98.98% |