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 | 0.43% | 2.36 CHF | 2.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 469'131 CHF | 471'131 CHF | 100.00% | 100.00% |
27.12.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 200'000 | 200'000 | 194'689 | 194'689 | 460'932 CHF | 462'904 CHF | 99.90% | 99.90% |
23.12.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 481'171 CHF | 483'171 CHF | 100.00% | 100.00% |
20.12.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 488'349 CHF | 490'349 CHF | 99.24% | 99.24% |
19.12.2024 | 0.41% | 2.40 CHF | 2.41 CHF | 200'000 | 200'000 | 199'655 | 199'655 | 481'313 CHF | 483'310 CHF | 99.31% | 99.31% |
18.12.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 481'603 CHF | 483'603 CHF | 96.18% | 96.18% |
17.12.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 472'867 CHF | 474'867 CHF | 99.38% | 99.38% |
16.12.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 475'492 CHF | 477'492 CHF | 100.00% | 100.00% |
13.12.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 468'080 CHF | 470'080 CHF | 100.00% | 100.00% |
12.12.2024 | 0.44% | 2.35 CHF | 2.36 CHF | 200'000 | 200'000 | 189'855 | 189'855 | 445'392 CHF | 447'320 CHF | 97.52% | 97.52% |