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 | 0.39% | 2.44 CHF | 2.45 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'287'750 CHF | 1'292'750 CHF | 99.42% | 99.42% |
18.12.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 500'000 | 500'000 | 499'705 | 499'705 | 1'527'470 CHF | 1'532'470 CHF | 100.00% | 100.00% |
17.12.2024 | 0.32% | 3.00 CHF | 3.01 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'553'370 CHF | 1'558'370 CHF | 100.00% | 100.00% |
16.12.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 500'000 | 500'000 | 499'587 | 499'587 | 1'583'540 CHF | 1'588'540 CHF | 99.38% | 99.38% |
13.12.2024 | 0.29% | 3.26 CHF | 3.27 CHF | 500'000 | 500'000 | 499'466 | 499'466 | 1'710'040 CHF | 1'715'040 CHF | 100.00% | 100.00% |
12.12.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 500'000 | 500'000 | 499'486 | 499'486 | 1'659'330 CHF | 1'664'330 CHF | 100.00% | 100.00% |
11.12.2024 | 0.32% | 3.29 CHF | 3.30 CHF | 500'000 | 500'000 | 498'681 | 498'681 | 1'586'280 CHF | 1'591'280 CHF | 100.00% | 100.00% |
10.12.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'593'710 CHF | 1'598'710 CHF | 100.00% | 100.00% |
09.12.2024 | 0.31% | 3.15 CHF | 3.16 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'616'240 CHF | 1'621'240 CHF | 97.80% | 97.80% |
06.12.2024 | 0.30% | 3.25 CHF | 3.26 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'645'400 CHF | 1'650'400 CHF | 100.00% | 100.00% |