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 | 0.89% | 1.14 CHF | 1.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 336'320 CHF | 113'107 CHF | 85.42% | 85.42% |
27.12.2024 | 0.85% | 1.15 CHF | 1.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 353'576 CHF | 118'859 CHF | 97.97% | 97.97% |
23.12.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 366'084 CHF | 123'028 CHF | 98.13% | 98.13% |
20.12.2024 | 0.77% | 1.24 CHF | 1.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 387'375 CHF | 130'125 CHF | 99.44% | 99.44% |
19.12.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 364'641 CHF | 122'547 CHF | 99.12% | 99.12% |
18.12.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 358'138 CHF | 120'379 CHF | 99.40% | 99.40% |
17.12.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 360'571 CHF | 121'190 CHF | 99.01% | 99.01% |
16.12.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 355'142 CHF | 119'381 CHF | 99.41% | 99.41% |
13.12.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 348'480 CHF | 117'160 CHF | 99.15% | 99.15% |
12.12.2024 | 0.82% | 1.23 CHF | 1.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 365'054 CHF | 122'685 CHF | 99.36% | 99.36% |