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 | 0.58% | 1.74 CHF | 1.75 CHF | 200'000 | 200'000 | 199'915 | 199'915 | 346'831 CHF | 348'831 CHF | 100.00% | 100.00% |
27.12.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 350'448 CHF | 352'448 CHF | 100.00% | 100.00% |
23.12.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 356'381 CHF | 358'381 CHF | 99.70% | 99.70% |
20.12.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 361'689 CHF | 363'689 CHF | 100.00% | 100.00% |
19.12.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 357'182 CHF | 359'182 CHF | 99.85% | 99.85% |
18.12.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 200'000 | 200'000 | 199'917 | 199'917 | 356'470 CHF | 358'470 CHF | 99.12% | 99.12% |
17.12.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 350'330 CHF | 352'330 CHF | 100.00% | 100.00% |
16.12.2024 | 0.57% | 1.76 CHF | 1.77 CHF | 200'000 | 200'000 | 199'866 | 199'866 | 351'947 CHF | 353'947 CHF | 99.91% | 99.91% |
13.12.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 200'000 | 200'000 | 199'818 | 199'818 | 346'313 CHF | 348'313 CHF | 100.00% | 100.00% |
12.12.2024 | 0.57% | 1.74 CHF | 1.75 CHF | 200'000 | 200'000 | 199'756 | 199'756 | 347'363 CHF | 349'363 CHF | 100.00% | 100.00% |