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 | 0.31% | 3.24 CHF | 3.25 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 806'058 CHF | 323'423 CHF | 99.17% | 99.17% |
27.12.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 811'637 CHF | 325'655 CHF | 99.37% | 99.37% |
23.12.2024 | 0.30% | 3.28 CHF | 3.29 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 821'468 CHF | 329'587 CHF | 99.38% | 99.38% |
20.12.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 830'435 CHF | 333'174 CHF | 99.38% | 99.38% |
19.12.2024 | 0.30% | 3.28 CHF | 3.29 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 822'672 CHF | 330'069 CHF | 99.38% | 99.38% |
18.12.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 821'847 CHF | 329'739 CHF | 99.38% | 99.38% |
17.12.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 811'104 CHF | 325'442 CHF | 99.36% | 99.36% |
16.12.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 814'338 CHF | 326'735 CHF | 99.38% | 99.38% |
13.12.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 805'109 CHF | 323'044 CHF | 99.38% | 99.38% |
12.12.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 806'303 CHF | 323'521 CHF | 98.74% | 98.74% |