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 | 0.46% | 2.17 CHF | 2.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 430'706 CHF | 432'706 CHF | 100.00% | 100.00% |
27.12.2024 | 0.47% | 2.16 CHF | 2.17 CHF | 200'000 | 200'000 | 194'689 | 194'689 | 423'612 CHF | 425'583 CHF | 99.90% | 99.90% |
23.12.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 442'917 CHF | 444'917 CHF | 100.00% | 100.00% |
20.12.2024 | 0.44% | 2.23 CHF | 2.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 449'953 CHF | 451'953 CHF | 99.24% | 99.24% |
19.12.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 200'000 | 200'000 | 199'655 | 199'655 | 443'087 CHF | 445'085 CHF | 99.31% | 99.31% |
18.12.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 443'275 CHF | 445'275 CHF | 96.18% | 96.18% |
17.12.2024 | 0.46% | 2.14 CHF | 2.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 434'493 CHF | 436'493 CHF | 99.38% | 99.38% |
16.12.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 437'062 CHF | 439'062 CHF | 100.00% | 100.00% |
13.12.2024 | 0.46% | 2.15 CHF | 2.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 429'664 CHF | 431'664 CHF | 100.00% | 100.00% |
12.12.2024 | 0.48% | 2.16 CHF | 2.17 CHF | 200'000 | 200'000 | 189'856 | 189'856 | 409'116 CHF | 411'041 CHF | 97.53% | 97.53% |