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 | 0.40% | 2.85 CHF | 2.86 CHF | 50'000 | 50'000 | 49'484 | 49'490 | 126'500 CHF | 127'006 CHF | 100.00% | 100.00% |
27.12.2024 | 0.51% | 2.53 CHF | 2.54 CHF | 50'000 | 50'000 | 49'501 | 49'523 | 98'553 CHF | 99'091 CHF | 100.00% | 100.00% |
23.12.2024 | 0.41% | 2.51 CHF | 2.52 CHF | 50'000 | 50'000 | 49'499 | 49'522 | 122'402 CHF | 122'953 CHF | 100.00% | 100.00% |
20.12.2024 | 0.31% | 2.47 CHF | 2.48 CHF | 50'000 | 50'000 | 49'595 | 49'588 | 160'855 CHF | 161'330 CHF | 99.61% | 99.61% |
19.12.2024 | 0.39% | 2.76 CHF | 2.77 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 127'229 CHF | 127'724 CHF | 99.89% | 99.89% |
18.12.2024 | 0.79% | 1.34 CHF | 1.35 CHF | 50'000 | 50'000 | 49'531 | 49'529 | 63'217 CHF | 63'711 CHF | 100.00% | 100.00% |
17.12.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 50'000 | 50'000 | 49'533 | 49'531 | 62'388 CHF | 62'881 CHF | 100.00% | 100.00% |
16.12.2024 | 0.65% | 1.31 CHF | 1.32 CHF | 50'000 | 50'000 | 49'525 | 49'525 | 77'351 CHF | 77'847 CHF | 98.96% | 98.96% |
13.12.2024 | 0.59% | 1.94 CHF | 1.95 CHF | 50'000 | 50'000 | 49'532 | 49'530 | 85'461 CHF | 85'952 CHF | 100.00% | 100.00% |
12.12.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 50'000 | 50'000 | 49'533 | 49'533 | 92'864 CHF | 93'360 CHF | 100.00% | 100.00% |