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 | 2.11% | 0.47 CHF | 0.48 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 105'629 CHF | 107'879 CHF | 100.00% | 100.00% |
18.12.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 94'309 CHF | 96'309 CHF | 100.00% | 100.00% |
17.12.2024 | 1.98% | 0.52 CHF | 0.53 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 112'756 CHF | 115'006 CHF | 100.00% | 100.00% |
16.12.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 98'721 CHF | 100'721 CHF | 100.00% | 100.00% |
13.12.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 200'000 | 199'999 | 103'961 CHF | 105'961 CHF | 100.00% | 100.00% |
12.12.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 103'407 CHF | 105'407 CHF | 100.00% | 100.00% |
11.12.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 115'027 CHF | 117'277 CHF | 100.00% | 100.00% |
10.12.2024 | 1.88% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 105'366 CHF | 107'366 CHF | 100.00% | 100.00% |
09.12.2024 | 1.84% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 199'999 | 200'000 | 107'863 CHF | 109'864 CHF | 100.00% | 100.00% |
06.12.2024 | 1.77% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 112'128 CHF | 114'128 CHF | 100.00% | 100.00% |