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 | 1.07% | 0.93 CHF | 0.94 CHF | 500'000 | 500'000 | 499'788 | 499'788 | 462'987 CHF | 467'987 CHF | 100.00% | 100.00% |
27.12.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 466'078 CHF | 471'078 CHF | 100.00% | 100.00% |
23.12.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 471'711 CHF | 476'711 CHF | 99.70% | 99.70% |
20.12.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 477'965 CHF | 482'965 CHF | 100.00% | 100.00% |
19.12.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 473'521 CHF | 478'521 CHF | 99.85% | 99.85% |
18.12.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 500'000 | 500'000 | 499'842 | 499'842 | 473'066 CHF | 478'066 CHF | 99.17% | 99.17% |
17.12.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 466'455 CHF | 471'455 CHF | 100.00% | 100.00% |
16.12.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 500'000 | 500'000 | 499'711 | 499'711 | 467'811 CHF | 472'811 CHF | 99.95% | 99.95% |
13.12.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 500'000 | 500'000 | 499'592 | 499'592 | 463'474 CHF | 468'474 CHF | 100.00% | 100.00% |
12.12.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 500'000 | 500'000 | 499'439 | 499'439 | 463'901 CHF | 468'900 CHF | 100.00% | 100.00% |