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 | 0.96% | 1.04 CHF | 1.05 CHF | 500'000 | 500'000 | 499'787 | 499'787 | 518'500 CHF | 523'500 CHF | 100.00% | 100.00% |
27.12.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 521'585 CHF | 526'585 CHF | 100.00% | 100.00% |
23.12.2024 | 0.94% | 1.05 CHF | 1.06 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 527'472 CHF | 532'472 CHF | 99.63% | 99.63% |
20.12.2024 | 0.93% | 1.06 CHF | 1.07 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 533'760 CHF | 538'760 CHF | 100.00% | 100.00% |
19.12.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 529'114 CHF | 534'114 CHF | 99.85% | 99.85% |
18.12.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 500'000 | 500'000 | 499'865 | 499'865 | 528'598 CHF | 533'598 CHF | 99.13% | 99.13% |
17.12.2024 | 0.95% | 1.04 CHF | 1.05 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 522'448 CHF | 527'448 CHF | 100.00% | 100.00% |
16.12.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 500'000 | 500'000 | 499'738 | 499'738 | 523'883 CHF | 528'883 CHF | 99.90% | 99.90% |
13.12.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 500'000 | 500'000 | 499'615 | 499'615 | 519'363 CHF | 524'363 CHF | 100.00% | 100.00% |
12.12.2024 | 0.96% | 1.04 CHF | 1.05 CHF | 500'000 | 500'000 | 499'465 | 499'465 | 519'018 CHF | 524'016 CHF | 100.00% | 100.00% |