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 | 0.22% | 4.48 CHF | 4.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 224'828 CHF | 225'328 CHF | 100.00% | 100.00% |
27.12.2024 | 0.23% | 4.58 CHF | 4.59 CHF | 50'000 | 50'000 | 48'675 | 48'675 | 223'035 CHF | 223'533 CHF | 100.00% | 100.00% |
23.12.2024 | 0.20% | 4.52 CHF | 4.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 225'863 CHF | 226'313 CHF | 100.00% | 100.00% |
20.12.2024 | 0.23% | 4.49 CHF | 4.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 217'807 CHF | 218'307 CHF | 98.87% | 98.87% |
19.12.2024 | 0.22% | 4.45 CHF | 4.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 228'113 CHF | 228'613 CHF | 99.39% | 99.39% |
18.12.2024 | 0.20% | 5.00 CHF | 5.01 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 254'661 CHF | 255'161 CHF | 100.00% | 100.00% |
17.12.2024 | 0.22% | 5.07 CHF | 5.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 254'238 CHF | 254'788 CHF | 99.56% | 99.56% |
16.12.2024 | 0.20% | 5.06 CHF | 5.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 252'726 CHF | 253'226 CHF | 100.00% | 100.00% |
13.12.2024 | 0.22% | 5.01 CHF | 5.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 253'830 CHF | 254'380 CHF | 100.00% | 100.00% |
12.12.2024 | 0.22% | 5.07 CHF | 5.08 CHF | 50'000 | 50'000 | 47'987 | 47'987 | 245'098 CHF | 245'635 CHF | 94.86% | 94.86% |