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 | 0.61% | 1.65 CHF | 1.66 CHF | 200'000 | 200'000 | 199'915 | 199'915 | 327'745 CHF | 329'745 CHF | 100.00% | 100.00% |
27.12.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 331'143 CHF | 333'143 CHF | 100.00% | 100.00% |
23.12.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 337'126 CHF | 339'126 CHF | 99.66% | 99.66% |
20.12.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 342'490 CHF | 344'490 CHF | 100.00% | 100.00% |
19.12.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 337'898 CHF | 339'898 CHF | 99.85% | 99.85% |
18.12.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 200'000 | 200'000 | 199'914 | 199'914 | 337'478 CHF | 339'478 CHF | 99.11% | 99.11% |
17.12.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 330'951 CHF | 332'951 CHF | 100.00% | 100.00% |
16.12.2024 | 0.60% | 1.66 CHF | 1.67 CHF | 200'000 | 200'000 | 199'877 | 199'877 | 332'811 CHF | 334'811 CHF | 99.90% | 99.90% |
13.12.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 200'000 | 200'000 | 199'830 | 199'830 | 327'329 CHF | 329'329 CHF | 100.00% | 100.00% |
12.12.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 200'000 | 200'000 | 199'752 | 199'752 | 327'857 CHF | 329'856 CHF | 100.00% | 100.00% |