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 | 0.23% | 4.67 CHF | 4.68 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 665'671 CHF | 667'171 CHF | 100.00% | 100.00% |
18.12.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 150'000 | 150'000 | 149'905 | 149'905 | 594'657 CHF | 596'157 CHF | 100.00% | 100.00% |
17.12.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 600'610 CHF | 602'110 CHF | 99.99% | 99.99% |
16.12.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 150'000 | 150'000 | 149'872 | 149'872 | 574'898 CHF | 576'398 CHF | 99.90% | 99.90% |
13.12.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 150'000 | 150'000 | 149'836 | 149'836 | 571'621 CHF | 573'121 CHF | 100.00% | 100.00% |
12.12.2024 | 0.30% | 3.64 CHF | 3.65 CHF | 150'000 | 150'000 | 149'837 | 149'837 | 496'599 CHF | 498'099 CHF | 100.00% | 100.00% |
11.12.2024 | 0.30% | 3.15 CHF | 3.16 CHF | 150'000 | 150'000 | 149'586 | 149'586 | 493'290 CHF | 494'790 CHF | 99.91% | 99.91% |
10.12.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 485'800 CHF | 487'300 CHF | 100.00% | 100.00% |
09.12.2024 | 0.30% | 3.14 CHF | 3.15 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 494'997 CHF | 496'497 CHF | 100.00% | 100.00% |
06.12.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 530'115 CHF | 531'615 CHF | 98.97% | 98.97% |