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 | 0.20% | 5.12 CHF | 5.13 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 732'940 CHF | 734'441 CHF | 100.00% | 100.00% |
18.12.2024 | 0.23% | 4.48 CHF | 4.49 CHF | 150'000 | 150'000 | 149'909 | 149'909 | 661'628 CHF | 663'128 CHF | 100.00% | 100.00% |
17.12.2024 | 0.22% | 4.41 CHF | 4.42 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 667'835 CHF | 669'335 CHF | 99.99% | 99.99% |
16.12.2024 | 0.23% | 4.30 CHF | 4.31 CHF | 150'000 | 150'000 | 149'873 | 149'873 | 641'768 CHF | 643'268 CHF | 99.89% | 99.89% |
13.12.2024 | 0.23% | 4.34 CHF | 4.35 CHF | 150'000 | 150'000 | 149'833 | 149'833 | 638'531 CHF | 640'031 CHF | 100.00% | 100.00% |
12.12.2024 | 0.27% | 4.09 CHF | 4.10 CHF | 150'000 | 150'000 | 149'841 | 149'834 | 563'098 CHF | 564'569 CHF | 100.00% | 100.00% |
11.12.2024 | 0.27% | 3.59 CHF | 3.60 CHF | 150'000 | 150'000 | 149'591 | 149'591 | 559'411 CHF | 560'911 CHF | 99.91% | 99.91% |
10.12.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 551'829 CHF | 553'329 CHF | 100.00% | 100.00% |
09.12.2024 | 0.27% | 3.58 CHF | 3.59 CHF | 150'000 | 150'000 | 150'000 | 149'997 | 560'914 CHF | 562'403 CHF | 100.00% | 100.00% |
06.12.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 595'942 CHF | 597'442 CHF | 98.97% | 98.97% |