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 | 0.23% | 4.38 CHF | 4.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 219'478 CHF | 219'978 CHF | 100.00% | 100.00% |
27.12.2024 | 0.23% | 4.47 CHF | 4.48 CHF | 50'000 | 50'000 | 48'675 | 48'675 | 217'874 CHF | 218'373 CHF | 100.00% | 100.00% |
23.12.2024 | 0.23% | 4.41 CHF | 4.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 220'513 CHF | 221'013 CHF | 100.00% | 100.00% |
20.12.2024 | 0.21% | 4.39 CHF | 4.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 212'507 CHF | 212'957 CHF | 98.86% | 98.86% |
19.12.2024 | 0.25% | 4.34 CHF | 4.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 222'763 CHF | 223'313 CHF | 99.38% | 99.38% |
18.12.2024 | 0.20% | 4.89 CHF | 4.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 249'311 CHF | 249'811 CHF | 100.00% | 100.00% |
17.12.2024 | 0.22% | 4.97 CHF | 4.98 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 248'888 CHF | 249'438 CHF | 99.56% | 99.56% |
16.12.2024 | 0.20% | 4.96 CHF | 4.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 247'376 CHF | 247'876 CHF | 100.00% | 100.00% |
13.12.2024 | 0.20% | 4.90 CHF | 4.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 248'530 CHF | 249'030 CHF | 100.00% | 100.00% |
12.12.2024 | 0.21% | 4.97 CHF | 4.98 CHF | 50'000 | 50'000 | 47'987 | 47'987 | 240'010 CHF | 240'502 CHF | 94.87% | 94.87% |