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 | 4.53% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 2'998'890 | 2'998'890 | 323'924 CHF | 338'924 CHF | 100.00% | 100.00% |
27.12.2024 | 4.50% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 325'799 CHF | 340'799 CHF | 99.92% | 99.92% |
23.12.2024 | 4.26% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 345'000 CHF | 360'000 CHF | 100.00% | 100.00% |
20.12.2024 | 4.19% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 350'351 CHF | 365'351 CHF | 100.00% | 100.00% |
19.12.2024 | 4.16% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 353'464 CHF | 368'464 CHF | 100.00% | 100.00% |
18.12.2024 | 3.92% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 374'970 CHF | 389'970 CHF | 100.00% | 100.00% |
17.12.2024 | 3.90% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 377'285 CHF | 392'285 CHF | 100.00% | 100.00% |
16.12.2024 | 3.92% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 375'000 CHF | 390'000 CHF | 100.00% | 100.00% |
13.12.2024 | 3.90% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 377'036 CHF | 392'036 CHF | 99.39% | 99.39% |
12.12.2024 | 3.62% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 406'678 CHF | 421'678 CHF | 100.00% | 100.00% |