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 | 0.90% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 120'833 | 120'834 | 132'929 CHF | 134'138 CHF | 95.18% | 95.18% |
27.12.2024 | 0.86% | 1.10 CHF | 1.11 CHF | 125'000 | 125'000 | 104'923 | 104'923 | 120'998 CHF | 122'047 CHF | 98.74% | 98.74% |
23.12.2024 | 0.89% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 115'914 | 115'914 | 129'741 CHF | 130'901 CHF | 98.11% | 98.11% |
20.12.2024 | 1.03% | 1.08 CHF | 1.09 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 120'653 CHF | 121'903 CHF | 96.83% | 96.83% |
19.12.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 129'534 CHF | 130'784 CHF | 98.84% | 98.84% |
18.12.2024 | 0.92% | 1.12 CHF | 1.13 CHF | 125'000 | 125'000 | 124'448 | 124'448 | 134'521 CHF | 135'765 CHF | 94.65% | 94.65% |
17.12.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 119'656 CHF | 120'906 CHF | 99.43% | 99.43% |
16.12.2024 | 0.96% | 0.99 CHF | 1.00 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 130'227 CHF | 131'477 CHF | 93.55% | 93.55% |
13.12.2024 | 0.86% | 1.02 CHF | 1.03 CHF | 125'000 | 125'000 | 102'108 | 102'108 | 118'756 CHF | 119'777 CHF | 99.38% | 99.38% |
12.12.2024 | 0.86% | 1.12 CHF | 1.13 CHF | 100'000 | 100'000 | 100'817 | 100'817 | 116'276 CHF | 117'284 CHF | 96.96% | 96.96% |