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 | 0.46% | 2.42 CHF | 2.43 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 328'718 CHF | 330'218 CHF | 100.00% | 100.00% |
18.12.2024 | 0.58% | 1.79 CHF | 1.80 CHF | 150'000 | 150'000 | 149'911 | 149'911 | 259'111 CHF | 260'611 CHF | 100.00% | 100.00% |
17.12.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 263'840 CHF | 265'340 CHF | 100.00% | 100.00% |
16.12.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 150'000 | 150'000 | 149'871 | 149'871 | 239'865 CHF | 241'365 CHF | 100.00% | 100.00% |
13.12.2024 | 0.64% | 1.65 CHF | 1.66 CHF | 150'000 | 150'000 | 149'833 | 149'833 | 235'605 CHF | 237'105 CHF | 100.00% | 100.00% |
12.12.2024 | 0.94% | 1.41 CHF | 1.42 CHF | 150'000 | 150'000 | 149'840 | 149'840 | 162'766 CHF | 164'266 CHF | 100.00% | 100.00% |
11.12.2024 | 0.93% | 0.93 CHF | 0.94 CHF | 150'000 | 150'000 | 149'594 | 149'594 | 161'547 CHF | 163'047 CHF | 100.00% | 100.00% |
10.12.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 154'358 CHF | 155'858 CHF | 100.00% | 100.00% |
09.12.2024 | 0.93% | 0.94 CHF | 0.95 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 164'125 CHF | 165'625 CHF | 100.00% | 100.00% |
06.12.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 199'670 CHF | 201'170 CHF | 98.98% | 98.98% |