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 | 2.70% | 0.28 CHF | 0.29 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 111'565 CHF | 114'565 CHF | 100.00% | 100.00% |
18.12.2024 | 1.20% | 0.78 CHF | 0.79 CHF | 300'000 | 300'000 | 299'905 | 299'905 | 249'450 CHF | 252'450 CHF | 99.68% | 99.68% |
17.12.2024 | 1.13% | 0.96 CHF | 0.97 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 265'597 CHF | 268'597 CHF | 100.00% | 100.00% |
16.12.2024 | 1.20% | 0.88 CHF | 0.89 CHF | 300'000 | 300'000 | 299'723 | 299'723 | 248'463 CHF | 251'463 CHF | 100.00% | 100.00% |
13.12.2024 | 1.09% | 0.86 CHF | 0.87 CHF | 300'000 | 300'000 | 299'653 | 299'653 | 275'477 CHF | 278'477 CHF | 100.00% | 100.00% |
12.12.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 300'000 | 300'000 | 299'621 | 299'621 | 274'713 CHF | 277'713 CHF | 99.60% | 99.60% |
11.12.2024 | 1.19% | 0.87 CHF | 0.88 CHF | 300'000 | 300'000 | 299'649 | 299'649 | 251'344 CHF | 254'344 CHF | 100.00% | 100.00% |
10.12.2024 | 1.12% | 0.81 CHF | 0.82 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 266'885 CHF | 269'885 CHF | 100.00% | 100.00% |
09.12.2024 | 0.97% | 0.99 CHF | 1.00 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 308'381 CHF | 311'381 CHF | 100.00% | 100.00% |
06.12.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 313'403 CHF | 316'403 CHF | 100.00% | 100.00% |