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 | 0.35% | 2.83 CHF | 2.84 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 703'558 CHF | 282'423 CHF | 99.17% | 99.17% |
27.12.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 709'137 CHF | 284'655 CHF | 99.38% | 99.38% |
23.12.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 718'968 CHF | 288'587 CHF | 99.38% | 99.38% |
20.12.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 727'935 CHF | 292'174 CHF | 99.38% | 99.38% |
19.12.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 720'172 CHF | 289'069 CHF | 99.38% | 99.38% |
18.12.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 719'347 CHF | 288'739 CHF | 99.38% | 99.38% |
17.12.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 708'604 CHF | 284'442 CHF | 99.36% | 99.36% |
16.12.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 711'838 CHF | 285'735 CHF | 99.38% | 99.38% |
13.12.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 702'429 CHF | 281'972 CHF | 99.38% | 99.38% |
12.12.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 703'693 CHF | 282'477 CHF | 98.74% | 98.74% |