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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.12.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 760'283 CHF | 305'113 CHF | 99.37% | 99.37% |
23.12.2024 | 0.32% | 3.05 CHF | 3.06 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 773'295 CHF | 310'318 CHF | 99.38% | 99.38% |
20.12.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 771'936 CHF | 309'774 CHF | 99.38% | 99.38% |
19.12.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 745'176 CHF | 299'070 CHF | 99.38% | 99.38% |
18.12.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 724'107 CHF | 290'643 CHF | 99.37% | 99.37% |
17.12.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 710'239 CHF | 285'096 CHF | 99.35% | 99.35% |
16.12.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 712'820 CHF | 286'128 CHF | 99.38% | 99.38% |
13.12.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 692'546 CHF | 278'018 CHF | 99.38% | 99.38% |
12.12.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 683'879 CHF | 274'551 CHF | 98.74% | 98.74% |
11.12.2024 | 0.36% | 2.73 CHF | 2.74 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 692'674 CHF | 278'070 CHF | 99.37% | 99.37% |