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 | 1.14% | 0.87 CHF | 0.88 CHF | 500'000 | 500'000 | 499'787 | 499'787 | 434'370 CHF | 439'370 CHF | 100.00% | 100.00% |
27.12.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 437'256 CHF | 442'256 CHF | 100.00% | 100.00% |
23.12.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 443'944 CHF | 448'944 CHF | 99.74% | 99.74% |
20.12.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 449'498 CHF | 454'498 CHF | 100.00% | 100.00% |
19.12.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 444'812 CHF | 449'812 CHF | 99.86% | 99.86% |
18.12.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 500'000 | 500'000 | 499'836 | 499'836 | 444'128 CHF | 449'128 CHF | 99.13% | 99.13% |
17.12.2024 | 1.13% | 0.87 CHF | 0.88 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 438'172 CHF | 443'172 CHF | 100.00% | 100.00% |
16.12.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 500'000 | 500'000 | 499'744 | 499'744 | 439'701 CHF | 444'701 CHF | 99.90% | 99.90% |
13.12.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 500'000 | 500'000 | 499'632 | 499'632 | 434'530 CHF | 439'530 CHF | 100.00% | 100.00% |
12.12.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 500'000 | 500'000 | 499'436 | 499'436 | 434'280 CHF | 439'278 CHF | 100.00% | 100.00% |