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 | 1.13% | 0.76 CHF | 0.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 177'411 CHF | 179'411 CHF | 100.00% | 100.00% |
18.12.2024 | 0.73% | 1.30 CHF | 1.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 273'073 CHF | 275'073 CHF | 98.78% | 98.78% |
17.12.2024 | 0.70% | 1.32 CHF | 1.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 283'474 CHF | 285'474 CHF | 100.00% | 100.00% |
16.12.2024 | 0.67% | 1.45 CHF | 1.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 296'848 CHF | 298'848 CHF | 100.00% | 100.00% |
13.12.2024 | 0.58% | 1.56 CHF | 1.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 345'164 CHF | 347'164 CHF | 100.00% | 100.00% |
12.12.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 326'707 CHF | 328'707 CHF | 97.64% | 97.64% |
11.12.2024 | 0.66% | 1.62 CHF | 1.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 301'253 CHF | 303'253 CHF | 99.71% | 99.71% |
10.12.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 304'721 CHF | 306'721 CHF | 100.00% | 100.00% |