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 | 0.58% | 1.97 CHF | 1.98 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 260'756 CHF | 262'256 CHF | 100.00% | 100.00% |
18.12.2024 | 0.78% | 1.34 CHF | 1.35 CHF | 150'000 | 150'000 | 149'906 | 149'906 | 191'438 CHF | 192'938 CHF | 100.00% | 100.00% |
17.12.2024 | 0.76% | 1.27 CHF | 1.28 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 195'962 CHF | 197'462 CHF | 99.98% | 99.98% |
16.12.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 150'000 | 150'000 | 149'876 | 149'876 | 172'322 CHF | 173'822 CHF | 99.98% | 99.98% |
13.12.2024 | 0.89% | 1.20 CHF | 1.21 CHF | 150'000 | 150'000 | 149'837 | 149'837 | 168'679 CHF | 170'179 CHF | 100.00% | 100.00% |
12.12.2024 | 1.56% | 0.97 CHF | 0.98 CHF | 150'000 | 150'000 | 149'838 | 149'838 | 100'595 CHF | 102'095 CHF | 100.00% | 100.00% |
11.12.2024 | 1.53% | 0.54 CHF | 0.55 CHF | 150'000 | 150'000 | 149'587 | 149'587 | 98'329 CHF | 99'829 CHF | 99.91% | 99.91% |
10.12.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 92'123 CHF | 93'623 CHF | 100.00% | 100.00% |
09.12.2024 | 1.52% | 0.54 CHF | 0.55 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 100'917 CHF | 102'417 CHF | 100.00% | 100.00% |
06.12.2024 | 1.12% | 0.92 CHF | 0.93 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 133'206 CHF | 134'706 CHF | 98.96% | 98.96% |