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 | 0.36% | 2.82 CHF | 2.83 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 168'608 CHF | 169'208 CHF | 100.00% | 100.00% |
18.12.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 140'961 CHF | 141'461 CHF | 100.00% | 100.00% |
17.12.2024 | 0.35% | 2.99 CHF | 3.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 146'334 CHF | 146'841 CHF | 100.00% | 100.00% |
16.12.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 144'990 CHF | 145'490 CHF | 100.00% | 100.00% |
13.12.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 149'880 CHF | 150'380 CHF | 100.00% | 100.00% |
12.12.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 149'280 CHF | 149'780 CHF | 100.00% | 100.00% |
11.12.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 148'256 CHF | 148'756 CHF | 100.00% | 100.00% |
10.12.2024 | 0.33% | 2.95 CHF | 2.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 151'072 CHF | 151'572 CHF | 100.00% | 100.00% |
09.12.2024 | 0.33% | 3.10 CHF | 3.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 153'569 CHF | 154'069 CHF | 100.00% | 100.00% |
06.12.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 157'434 CHF | 157'934 CHF | 100.00% | 100.00% |