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 | 0.51% | 1.85 CHF | 1.86 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 493'490 CHF | 495'990 CHF | 99.77% | 99.77% |
18.12.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 250'000 | 250'000 | 249'861 | 249'861 | 845'063 CHF | 847'563 CHF | 99.57% | 99.57% |
17.12.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 835'509 CHF | 838'009 CHF | 100.00% | 100.00% |
16.12.2024 | 0.29% | 3.53 CHF | 3.54 CHF | 250'000 | 250'000 | 249'799 | 249'799 | 857'363 CHF | 859'863 CHF | 100.00% | 100.00% |
13.12.2024 | 0.28% | 3.25 CHF | 3.26 CHF | 250'000 | 250'000 | 249'736 | 249'736 | 878'593 CHF | 881'093 CHF | 100.00% | 100.00% |
12.12.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 250'000 | 250'000 | 249'749 | 249'749 | 882'951 CHF | 885'451 CHF | 100.00% | 100.00% |
11.12.2024 | 0.30% | 3.58 CHF | 3.59 CHF | 250'000 | 250'000 | 249'343 | 249'343 | 832'945 CHF | 835'445 CHF | 100.00% | 100.00% |
10.12.2024 | 0.29% | 3.38 CHF | 3.39 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 848'021 CHF | 850'521 CHF | 100.00% | 100.00% |
09.12.2024 | 0.27% | 3.43 CHF | 3.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 913'510 CHF | 916'010 CHF | 100.00% | 100.00% |
06.12.2024 | 0.28% | 3.70 CHF | 3.71 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 903'523 CHF | 906'023 CHF | 100.00% | 100.00% |