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 | 2.77% | 2.06 CHF | 2.09 CHF | 100'000 | 100'000 | 37'353 | 37'353 | 74'711 CHF | 76'302 CHF | 99.59% | 99.59% |
27.12.2024 | 3.12% | 1.92 CHF | 1.95 CHF | 200'000 | 200'000 | 79'252 | 79'252 | 141'174 CHF | 144'457 CHF | 88.04% | 88.04% |
23.12.2024 | 3.23% | 1.75 CHF | 1.78 CHF | 100'000 | 100'000 | 37'518 | 37'518 | 62'749 CHF | 64'343 CHF | 98.74% | 98.74% |
20.12.2024 | 2.99% | 1.59 CHF | 1.62 CHF | 100'000 | 100'000 | 37'382 | 37'382 | 65'650 CHF | 67'241 CHF | 99.55% | 99.55% |
19.12.2024 | 3.65% | 1.55 CHF | 1.58 CHF | 100'000 | 100'000 | 37'945 | 37'945 | 57'642 CHF | 59'303 CHF | 96.27% | 96.27% |
18.12.2024 | 2.78% | 1.32 CHF | 1.34 CHF | 200'000 | 200'000 | 75'527 | 75'527 | 98'757 CHF | 100'890 CHF | 97.43% | 97.43% |
17.12.2024 | 2.62% | 1.26 CHF | 1.28 CHF | 200'000 | 200'000 | 75'267 | 75'267 | 99'768 CHF | 101'896 CHF | 98.15% | 98.15% |
16.12.2024 | 3.75% | 1.41 CHF | 1.44 CHF | 200'000 | 200'000 | 75'577 | 75'577 | 107'100 CHF | 110'301 CHF | 97.17% | 97.17% |
13.12.2024 | 2.60% | 1.41 CHF | 1.43 CHF | 200'000 | 200'000 | 74'754 | 74'754 | 102'157 CHF | 104'278 CHF | 99.51% | 99.51% |
12.12.2024 | 2.55% | 1.22 CHF | 1.24 CHF | 200'000 | 200'000 | 74'753 | 74'753 | 98'923 CHF | 101'044 CHF | 99.48% | 99.48% |