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 | 0.86% | 1.16 CHF | 1.17 CHF | 200'000 | 200'000 | 199'917 | 199'917 | 230'856 CHF | 232'856 CHF | 100.00% | 100.00% |
27.12.2024 | 0.85% | 1.16 CHF | 1.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 234'434 CHF | 236'434 CHF | 100.00% | 100.00% |
23.12.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 240'187 CHF | 242'187 CHF | 99.75% | 99.75% |
20.12.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 245'442 CHF | 247'442 CHF | 100.00% | 100.00% |
19.12.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 240'930 CHF | 242'930 CHF | 99.85% | 99.85% |
18.12.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 200'000 | 200'000 | 199'917 | 199'917 | 240'340 CHF | 242'340 CHF | 99.11% | 99.11% |
17.12.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 234'167 CHF | 236'167 CHF | 100.00% | 100.00% |
16.12.2024 | 0.85% | 1.18 CHF | 1.19 CHF | 200'000 | 200'000 | 199'877 | 199'877 | 235'831 CHF | 237'831 CHF | 99.90% | 99.90% |
13.12.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 200'000 | 200'000 | 199'830 | 199'830 | 230'202 CHF | 232'202 CHF | 100.00% | 100.00% |
12.12.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 200'000 | 200'000 | 199'752 | 199'752 | 231'165 CHF | 233'164 CHF | 100.00% | 100.00% |