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 | 4.37% | 0.20 CHF | 0.21 CHF | 300'000 | 300'000 | 299'962 | 299'963 | 67'561 CHF | 70'561 CHF | 99.88% | 99.88% |
27.12.2024 | 3.77% | 0.25 CHF | 0.26 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 78'083 CHF | 81'083 CHF | 100.00% | 100.00% |
23.12.2024 | 3.23% | 0.28 CHF | 0.29 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 91'773 CHF | 94'773 CHF | 100.00% | 100.00% |
20.12.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 100'086 CHF | 103'086 CHF | 100.00% | 100.00% |
19.12.2024 | 3.14% | 0.30 CHF | 0.31 CHF | 300'000 | 300'000 | 299'984 | 300'000 | 94'065 CHF | 97'070 CHF | 100.00% | 100.00% |
18.12.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 300'000 | 300'000 | 299'234 | 299'895 | 104'357 CHF | 107'589 CHF | 100.00% | 100.00% |
17.12.2024 | 3.04% | 0.34 CHF | 0.35 CHF | 300'000 | 300'000 | 300'000 | 293'660 | 97'377 CHF | 98'285 CHF | 100.00% | 100.00% |
16.12.2024 | 2.71% | 0.36 CHF | 0.37 CHF | 300'000 | 300'000 | 299'677 | 299'835 | 109'506 CHF | 112'566 CHF | 100.00% | 100.00% |
13.12.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 300'000 | 300'000 | 299'758 | 299'758 | 108'048 CHF | 111'048 CHF | 100.00% | 100.00% |
12.12.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 300'000 | 300'000 | 299'768 | 299'768 | 126'036 CHF | 129'036 CHF | 100.00% | 100.00% |