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 | 0.65% | 1.48 CHF | 1.49 CHF | 1'000'000 | 920'200 | 1'000'000 | 922'683 | 1'539'140 CHF | 1'429'330 CHF | 100.00% | 100.00% |
18.12.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 900'000 | 900'000 | 897'965 | 897'965 | 1'887'420 CHF | 1'896'400 CHF | 100.00% | 100.00% |
17.12.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 1'908'800 CHF | 1'917'800 CHF | 100.00% | 100.00% |
16.12.2024 | 0.50% | 2.10 CHF | 2.11 CHF | 1'000'000 | 926'200 | 997'659 | 926'648 | 1'990'970 CHF | 1'858'480 CHF | 100.00% | 100.00% |
13.12.2024 | 0.51% | 1.86 CHF | 1.87 CHF | 1'000'000 | 930'000 | 1'000'000 | 930'000 | 1'945'080 CHF | 1'818'230 CHF | 100.00% | 100.00% |
12.12.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 1'000'000 | 930'000 | 998'154 | 928'316 | 1'866'830 CHF | 1'745'510 CHF | 99.78% | 99.78% |
11.12.2024 | 0.58% | 1.87 CHF | 1.88 CHF | 1'000'000 | 930'000 | 997'760 | 924'119 | 1'724'430 CHF | 1'606'450 CHF | 100.00% | 100.00% |
10.12.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 1'000'000 | 925'700 | 1'000'000 | 925'700 | 1'722'230 CHF | 1'603'530 CHF | 100.00% | 100.00% |
09.12.2024 | 0.55% | 1.69 CHF | 1.70 CHF | 1'000'000 | 925'700 | 1'000'000 | 925'700 | 1'798'830 CHF | 1'674'430 CHF | 100.00% | 100.00% |
06.12.2024 | 0.58% | 1.78 CHF | 1.79 CHF | 1'000'000 | 925'700 | 996'725 | 917'482 | 1'722'170 CHF | 1'594'550 CHF | 99.77% | 99.77% |