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 | 0.73% | 1.38 CHF | 1.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'990 CHF | 68'490 CHF | 100.00% | 100.00% |
18.12.2024 | 0.79% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'212 CHF | 63'712 CHF | 100.00% | 100.00% |
17.12.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 60'218 CHF | 60'718 CHF | 100.00% | 100.00% |
16.12.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 72'786 CHF | 73'386 CHF | 100.00% | 100.00% |
13.12.2024 | 0.88% | 1.17 CHF | 1.18 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 67'908 CHF | 68'508 CHF | 100.00% | 100.00% |
12.12.2024 | 0.91% | 1.12 CHF | 1.13 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 65'893 CHF | 66'493 CHF | 100.00% | 100.00% |
11.12.2024 | 0.88% | 1.09 CHF | 1.10 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 67'926 CHF | 68'526 CHF | 100.00% | 100.00% |
10.12.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 75'454 CHF | 76'154 CHF | 100.00% | 100.00% |
09.12.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 62'400 CHF | 63'000 CHF | 100.00% | 100.00% |
06.12.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 65'021 CHF | 65'621 CHF | 100.00% | 100.00% |