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 | 1.57% | 0.64 CHF | 0.65 CHF | 500'000 | 500'000 | 499'787 | 499'787 | 316'636 CHF | 321'636 CHF | 100.00% | 100.00% |
27.12.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 320'424 CHF | 325'424 CHF | 100.00% | 100.00% |
23.12.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 325'827 CHF | 330'827 CHF | 99.67% | 99.67% |
20.12.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 331'761 CHF | 336'761 CHF | 100.00% | 100.00% |
19.12.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 327'139 CHF | 332'139 CHF | 99.85% | 99.85% |
18.12.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 500'000 | 500'000 | 499'789 | 499'789 | 326'439 CHF | 331'439 CHF | 99.13% | 99.13% |
17.12.2024 | 1.55% | 0.63 CHF | 0.64 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 319'894 CHF | 324'894 CHF | 100.00% | 100.00% |
16.12.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 500'000 | 500'000 | 499'696 | 499'696 | 321'787 CHF | 326'787 CHF | 99.90% | 99.90% |
13.12.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 500'000 | 500'000 | 499'583 | 499'583 | 315'463 CHF | 320'463 CHF | 100.00% | 100.00% |
12.12.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 500'000 | 500'000 | 499'388 | 499'388 | 317'922 CHF | 322'920 CHF | 100.00% | 100.00% |