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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.12.2024 | 0.49% | 2.00 CHF | 2.01 CHF | 100'000 | 100'000 | 99'957 | 99'957 | 201'977 CHF | 202'977 CHF | 100.00% | 100.00% |
27.12.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 199'131 CHF | 200'131 CHF | 100.00% | 100.00% |
23.12.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 194'110 CHF | 195'110 CHF | 99.61% | 99.61% |
20.12.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 189'342 CHF | 190'342 CHF | 100.00% | 100.00% |
19.12.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 194'066 CHF | 195'066 CHF | 99.85% | 99.85% |
18.12.2024 | 0.51% | 1.94 CHF | 1.95 CHF | 100'000 | 100'000 | 99'925 | 99'925 | 194'610 CHF | 195'610 CHF | 99.14% | 99.14% |
17.12.2024 | 0.50% | 2.06 CHF | 2.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 201'447 CHF | 202'447 CHF | 100.00% | 100.00% |
16.12.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 100'000 | 100'000 | 99'904 | 99'904 | 199'476 CHF | 200'476 CHF | 99.90% | 99.90% |
13.12.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 100'000 | 100'000 | 99'884 | 99'884 | 205'544 CHF | 206'544 CHF | 100.00% | 100.00% |
12.12.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 100'000 | 100'000 | 99'844 | 99'844 | 204'727 CHF | 205'726 CHF | 100.00% | 100.00% |