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 | 1.05% | 0.95 CHF | 0.96 CHF | 335'000 | 335'000 | 334'444 | 334'444 | 316'805 CHF | 320'152 CHF | 59.18% | 59.18% |
27.12.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 340'000 | 340'000 | 340'396 | 340'396 | 327'363 CHF | 330'768 CHF | 100.00% | 100.00% |
23.12.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 350'000 | 350'000 | 348'040 | 348'040 | 338'493 CHF | 341'974 CHF | 100.00% | 100.00% |
20.12.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 345'000 | 345'000 | 347'635 | 347'635 | 336'364 CHF | 339'841 CHF | 100.00% | 100.00% |
19.12.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 345'000 | 345'000 | 342'673 | 342'673 | 326'029 CHF | 329'462 CHF | 100.00% | 100.00% |
18.12.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 340'000 | 340'000 | 338'466 | 338'466 | 321'538 CHF | 324'924 CHF | 100.00% | 100.00% |
17.12.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 340'000 | 340'000 | 338'584 | 338'584 | 322'224 CHF | 325'610 CHF | 100.00% | 100.00% |
16.12.2024 | 1.05% | 0.97 CHF | 0.98 CHF | 345'000 | 345'000 | 340'211 | 340'211 | 324'255 CHF | 327'660 CHF | 100.00% | 100.00% |
13.12.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 330'000 | 330'000 | 326'551 | 326'551 | 292'494 CHF | 295'762 CHF | 100.00% | 100.00% |
12.12.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 335'000 | 335'000 | 338'151 | 338'151 | 314'493 CHF | 317'877 CHF | 100.00% | 100.00% |