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 | 0.39% | 2.56 CHF | 2.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 509'977 CHF | 511'977 CHF | 100.00% | 100.00% |
27.12.2024 | 0.40% | 2.56 CHF | 2.57 CHF | 200'000 | 200'000 | 194'689 | 194'689 | 500'914 CHF | 502'886 CHF | 99.90% | 99.90% |
23.12.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 522'211 CHF | 524'211 CHF | 100.00% | 100.00% |
20.12.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 529'234 CHF | 531'234 CHF | 99.24% | 99.24% |
19.12.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 200'000 | 200'000 | 199'655 | 199'655 | 522'209 CHF | 524'209 CHF | 99.31% | 99.31% |
18.12.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 522'666 CHF | 524'666 CHF | 96.18% | 96.18% |
17.12.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 513'876 CHF | 515'876 CHF | 99.38% | 99.38% |
16.12.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 516'600 CHF | 518'600 CHF | 100.00% | 100.00% |
13.12.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 508'829 CHF | 510'829 CHF | 100.00% | 100.00% |
12.12.2024 | 0.40% | 2.55 CHF | 2.56 CHF | 200'000 | 200'000 | 189'856 | 189'856 | 484'592 CHF | 486'514 CHF | 97.53% | 97.53% |