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 | 1.71% | 0.42 CHF | 0.43 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 294'544 CHF | 299'544 CHF | 99.75% | 99.75% |
18.12.2024 | 0.54% | 1.80 CHF | 1.81 CHF | 500'000 | 500'000 | 499'652 | 499'652 | 929'078 CHF | 934'078 CHF | 100.00% | 100.00% |
17.12.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 948'608 CHF | 953'608 CHF | 99.63% | 99.63% |
16.12.2024 | 0.63% | 1.86 CHF | 1.87 CHF | 500'000 | 500'000 | 499'545 | 499'545 | 799'708 CHF | 804'708 CHF | 100.00% | 100.00% |
13.12.2024 | 0.68% | 1.28 CHF | 1.29 CHF | 500'000 | 500'000 | 499'428 | 499'426 | 736'779 CHF | 741'776 CHF | 100.00% | 100.00% |
12.12.2024 | 0.76% | 1.34 CHF | 1.35 CHF | 500'000 | 500'000 | 499'422 | 499'422 | 660'948 CHF | 665'948 CHF | 100.00% | 100.00% |
11.12.2024 | 1.08% | 1.35 CHF | 1.36 CHF | 500'000 | 500'000 | 498'540 | 498'540 | 476'393 CHF | 481'393 CHF | 100.00% | 100.00% |
10.12.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 470'308 CHF | 475'308 CHF | 99.87% | 99.87% |