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 | 0.97% | 1.17 CHF | 1.18 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'677 CHF | 60'257 CHF | 100.00% | 100.00% |
27.12.2024 | 1.04% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 48'673 | 60'552 CHF | 59'585 CHF | 99.90% | 99.90% |
23.12.2024 | 0.99% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'253 CHF | 59'841 CHF | 99.75% | 99.75% |
20.12.2024 | 1.13% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 48'394 | 55'660 CHF | 54'477 CHF | 99.24% | 99.24% |
19.12.2024 | 1.67% | 1.13 CHF | 1.15 CHF | 50'000 | 25'000 | 49'890 | 34'697 | 56'662 CHF | 40'019 CHF | 96.87% | 96.87% |
18.12.2024 | 0.96% | 1.21 CHF | 1.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'742 CHF | 64'355 CHF | 99.85% | 99.85% |
17.12.2024 | 0.92% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'266 CHF | 66'879 CHF | 87.97% | 87.97% |
16.12.2024 | 0.91% | 1.33 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'122 CHF | 65'718 CHF | 100.00% | 100.00% |
13.12.2024 | 1.00% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'966 CHF | 65'616 CHF | 55.24% | 55.24% |
12.12.2024 | 0.98% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'695 CHF | 66'338 CHF | 92.07% | 92.07% |