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 | 2.44% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 199'915 | 199'915 | 81'090 CHF | 83'090 CHF | 100.00% | 100.00% |
27.12.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 78'079 CHF | 80'079 CHF | 100.00% | 100.00% |
23.12.2024 | 2.69% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 73'354 CHF | 75'354 CHF | 99.59% | 99.59% |
20.12.2024 | 2.88% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 68'505 CHF | 70'505 CHF | 100.00% | 100.00% |
19.12.2024 | 2.69% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 73'336 CHF | 75'336 CHF | 99.85% | 99.85% |
18.12.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 199'852 | 199'852 | 73'809 CHF | 75'809 CHF | 99.14% | 99.14% |
17.12.2024 | 2.45% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 80'756 CHF | 82'757 CHF | 100.00% | 100.00% |
16.12.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 199'800 | 199'800 | 78'826 CHF | 80'826 CHF | 99.91% | 99.91% |
13.12.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 199'753 | 199'753 | 85'073 CHF | 87'073 CHF | 100.00% | 100.00% |
12.12.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 199'690 | 199'690 | 84'084 CHF | 86'083 CHF | 100.00% | 100.00% |