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 | 0.80% | 1.26 CHF | 1.27 CHF | 200'000 | 200'000 | 199'917 | 199'917 | 250'346 CHF | 252'346 CHF | 100.00% | 100.00% |
27.12.2024 | 0.78% | 1.26 CHF | 1.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 254'070 CHF | 256'070 CHF | 100.00% | 100.00% |
23.12.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 259'549 CHF | 261'549 CHF | 99.65% | 99.65% |
20.12.2024 | 0.75% | 1.31 CHF | 1.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 264'926 CHF | 266'926 CHF | 100.00% | 100.00% |
19.12.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 260'319 CHF | 262'319 CHF | 99.85% | 99.85% |
18.12.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 200'000 | 200'000 | 199'913 | 199'913 | 259'940 CHF | 261'940 CHF | 99.12% | 99.12% |
17.12.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 253'503 CHF | 255'503 CHF | 100.00% | 100.00% |
16.12.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 200'000 | 200'000 | 199'876 | 199'876 | 255'214 CHF | 257'214 CHF | 99.90% | 99.90% |
13.12.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 200'000 | 200'000 | 199'829 | 199'829 | 249'776 CHF | 251'776 CHF | 100.00% | 100.00% |
12.12.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 200'000 | 200'000 | 199'750 | 199'750 | 250'444 CHF | 252'443 CHF | 100.00% | 100.00% |