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 | 1.42% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 199'917 | 199'917 | 140'011 CHF | 142'011 CHF | 100.00% | 100.00% |
27.12.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 137'283 CHF | 139'283 CHF | 100.00% | 100.00% |
23.12.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 132'295 CHF | 134'295 CHF | 99.67% | 99.67% |
20.12.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 127'317 CHF | 129'317 CHF | 100.00% | 100.00% |
19.12.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 132'161 CHF | 134'161 CHF | 99.85% | 99.85% |
18.12.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 200'000 | 200'000 | 199'848 | 199'848 | 132'818 CHF | 134'818 CHF | 99.13% | 99.13% |
17.12.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 139'450 CHF | 141'450 CHF | 100.00% | 100.00% |
16.12.2024 | 1.44% | 0.69 CHF | 0.70 CHF | 200'000 | 200'000 | 199'805 | 199'805 | 137'678 CHF | 139'678 CHF | 99.90% | 99.90% |
13.12.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 200'000 | 200'000 | 199'762 | 199'762 | 143'812 CHF | 145'812 CHF | 100.00% | 100.00% |
12.12.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 200'000 | 200'000 | 199'687 | 199'687 | 143'023 CHF | 145'022 CHF | 100.00% | 100.00% |