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 | 1.21% | 0.82 CHF | 0.83 CHF | 500'000 | 500'000 | 499'787 | 499'787 | 409'380 CHF | 414'380 CHF | 100.00% | 100.00% |
27.12.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 412'256 CHF | 417'256 CHF | 100.00% | 100.00% |
23.12.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 418'946 CHF | 423'946 CHF | 99.69% | 99.69% |
20.12.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 424'309 CHF | 429'309 CHF | 100.00% | 100.00% |
19.12.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 419'745 CHF | 424'745 CHF | 99.85% | 99.85% |
18.12.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 500'000 | 500'000 | 499'875 | 499'875 | 419'169 CHF | 424'169 CHF | 99.17% | 99.17% |
17.12.2024 | 1.20% | 0.82 CHF | 0.83 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 412'974 CHF | 417'974 CHF | 100.00% | 100.00% |
16.12.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 500'000 | 500'000 | 499'750 | 499'750 | 414'689 CHF | 419'689 CHF | 99.90% | 99.90% |
13.12.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 500'000 | 500'000 | 499'633 | 499'633 | 409'549 CHF | 414'549 CHF | 100.00% | 100.00% |
12.12.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 500'000 | 500'000 | 499'474 | 499'474 | 409'296 CHF | 414'294 CHF | 100.00% | 100.00% |