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 | 2.35% | 0.31 CHF | 0.32 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 107'271 CHF | 109'771 CHF | 97.35% | 98.58% |
18.12.2024 | 1.10% | 0.85 CHF | 0.86 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 227'304 CHF | 229'804 CHF | 99.98% | 99.98% |
17.12.2024 | 1.04% | 0.86 CHF | 0.87 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 239'064 CHF | 241'564 CHF | 99.88% | 99.88% |
16.12.2024 | 0.96% | 1.00 CHF | 1.01 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 258'135 CHF | 260'635 CHF | 99.85% | 99.85% |
13.12.2024 | 0.79% | 1.11 CHF | 1.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 317'213 CHF | 319'713 CHF | 99.98% | 99.98% |
12.12.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 250'000 | 250'000 | 248'664 | 248'664 | 294'330 CHF | 296'823 CHF | 100.00% | 100.00% |
11.12.2024 | 0.97% | 1.17 CHF | 1.18 CHF | 250'000 | 250'000 | 247'018 | 247'018 | 260'377 CHF | 262'862 CHF | 99.09% | 99.09% |
10.12.2024 | 0.93% | 1.07 CHF | 1.08 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 268'945 CHF | 271'445 CHF | 99.92% | 99.92% |
09.12.2024 | 0.88% | 1.06 CHF | 1.07 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 282'916 CHF | 285'416 CHF | 100.00% | 100.00% |
06.12.2024 | 0.84% | 1.15 CHF | 1.16 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 297'613 CHF | 300'113 CHF | 99.34% | 99.34% |