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 | 0.50% | 2.42 CHF | 2.43 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 85'488 CHF | 85'917 CHF | 100.00% | 100.00% |
18.12.2024 | 0.44% | 2.44 CHF | 2.45 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 97'014 CHF | 97'446 CHF | 100.00% | 100.00% |
17.12.2024 | 0.63% | 2.19 CHF | 2.20 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 80'175 CHF | 80'683 CHF | 100.00% | 100.00% |
16.12.2024 | 0.47% | 2.34 CHF | 2.35 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 93'533 CHF | 93'971 CHF | 100.00% | 100.00% |
13.12.2024 | 0.52% | 2.20 CHF | 2.21 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 77'200 CHF | 77'602 CHF | 100.00% | 100.00% |
12.12.2024 | 0.52% | 2.23 CHF | 2.24 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 77'924 CHF | 78'327 CHF | 100.00% | 100.00% |
11.12.2024 | 0.57% | 2.26 CHF | 2.28 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 79'063 CHF | 79'513 CHF | 100.00% | 100.00% |
10.12.2024 | 0.48% | 2.29 CHF | 2.30 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 88'065 CHF | 88'491 CHF | 100.00% | 100.00% |
09.12.2024 | 0.49% | 2.10 CHF | 2.11 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 85'383 CHF | 85'805 CHF | 100.00% | 100.00% |
06.12.2024 | 0.52% | 2.09 CHF | 2.10 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 81'602 CHF | 82'025 CHF | 100.00% | 100.00% |