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 | 0.68% | 1.64 CHF | 1.65 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 730'241 CHF | 735'241 CHF | 99.75% | 99.75% |
18.12.2024 | 2.05% | 0.47 CHF | 0.45 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 242'578 CHF | 247'578 CHF | 21.07% | 98.67% |
17.12.2024 | 2.16% | 0.41 CHF | 0.42 CHF | 500'000 | 500'000 | 500'000 | 499'978 | 231'715 CHF | 236'707 CHF | 32.48% | 99.56% |
16.12.2024 | 1.60% | 0.43 CHF | 0.44 CHF | 500'000 | 500'000 | 499'538 | 499'538 | 315'697 CHF | 320'697 CHF | 100.00% | 100.00% |
13.12.2024 | 1.27% | 0.95 CHF | 0.96 CHF | 500'000 | 500'000 | 499'424 | 499'424 | 393'398 CHF | 398'398 CHF | 100.00% | 100.00% |
12.12.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 500'000 | 500'000 | 499'371 | 499'371 | 448'403 CHF | 453'403 CHF | 100.00% | 100.00% |
11.12.2024 | 0.86% | 0.86 CHF | 0.87 CHF | 500'000 | 500'000 | 499'407 | 499'407 | 592'949 CHF | 597'949 CHF | 100.00% | 100.00% |
10.12.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 589'467 CHF | 594'467 CHF | 100.00% | 100.00% |
09.12.2024 | 0.97% | 1.22 CHF | 1.23 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 514'125 CHF | 519'125 CHF | 100.00% | 100.00% |
06.12.2024 | 0.85% | 1.05 CHF | 1.06 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 591'474 CHF | 596'474 CHF | 100.00% | 100.00% |