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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.12.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 98'727 CHF | 99'327 CHF | 100.00% | 100.00% |
16.12.2024 | 0.58% | 1.68 CHF | 1.69 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 103'718 CHF | 104'318 CHF | 100.00% | 100.00% |
13.12.2024 | 0.56% | 1.72 CHF | 1.73 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 106'532 CHF | 107'132 CHF | 100.00% | 100.00% |
12.12.2024 | 0.57% | 1.77 CHF | 1.78 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 105'066 CHF | 105'666 CHF | 100.00% | 100.00% |
11.12.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 118'054 CHF | 118'754 CHF | 99.99% | 99.99% |
10.12.2024 | 0.59% | 1.64 CHF | 1.65 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 101'124 CHF | 101'724 CHF | 100.00% | 100.00% |
09.12.2024 | 0.52% | 1.84 CHF | 1.85 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 115'226 CHF | 115'826 CHF | 100.00% | 100.00% |
06.12.2024 | 0.51% | 1.90 CHF | 1.91 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 117'168 CHF | 117'768 CHF | 100.00% | 100.00% |
05.12.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 114'711 CHF | 115'311 CHF | 100.00% | 100.00% |
04.12.2024 | 0.52% | 1.87 CHF | 1.88 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 114'523 CHF | 115'123 CHF | 100.00% | 100.00% |