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 | 1.49% | 0.55 CHF | 0.56 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 336'446 CHF | 341'446 CHF | 99.42% | 99.42% |
18.12.2024 | 0.87% | 1.08 CHF | 1.09 CHF | 500'000 | 500'000 | 499'652 | 499'652 | 571'218 CHF | 576'218 CHF | 100.00% | 100.00% |
17.12.2024 | 0.84% | 1.09 CHF | 1.10 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 594'489 CHF | 599'489 CHF | 100.00% | 100.00% |
16.12.2024 | 0.79% | 1.22 CHF | 1.23 CHF | 500'000 | 500'000 | 499'519 | 499'519 | 628'923 CHF | 633'923 CHF | 99.39% | 99.39% |
13.12.2024 | 0.66% | 1.35 CHF | 1.36 CHF | 500'000 | 500'000 | 499'405 | 499'405 | 754'436 CHF | 759'436 CHF | 100.00% | 100.00% |
12.12.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 500'000 | 500'000 | 499'434 | 499'434 | 709'431 CHF | 714'431 CHF | 100.00% | 100.00% |
11.12.2024 | 0.78% | 1.40 CHF | 1.41 CHF | 500'000 | 500'000 | 498'532 | 498'532 | 642'902 CHF | 647'902 CHF | 100.00% | 100.00% |
10.12.2024 | 0.76% | 1.30 CHF | 1.31 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 655'482 CHF | 660'482 CHF | 100.00% | 100.00% |