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 | 4.09% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 144'035 CHF | 50'012 CHF | 88.30% | 88.30% |
27.12.2024 | 3.39% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 174'540 CHF | 60'180 CHF | 91.73% | 91.73% |
23.12.2024 | 3.22% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 183'640 CHF | 63'213 CHF | 98.51% | 98.51% |
20.12.2024 | 3.36% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 175'767 CHF | 60'589 CHF | 98.59% | 98.59% |
19.12.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 204'958 CHF | 70'320 CHF | 94.87% | 94.87% |
18.12.2024 | 2.37% | 0.40 CHF | 0.41 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 250'191 CHF | 85'397 CHF | 98.32% | 98.32% |
17.12.2024 | 2.49% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 237'633 CHF | 81'211 CHF | 98.30% | 98.30% |
16.12.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 224'734 CHF | 76'911 CHF | 98.00% | 98.00% |
13.12.2024 | 2.52% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 235'053 CHF | 80'351 CHF | 98.95% | 98.95% |
12.12.2024 | 2.59% | 0.43 CHF | 0.44 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 229'201 CHF | 78'400 CHF | 97.89% | 97.89% |