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 | 0.64% | 1.57 CHF | 1.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 310'988 CHF | 312'988 CHF | 100.00% | 100.00% |
27.12.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 200'000 | 200'000 | 194'689 | 194'689 | 307'124 CHF | 309'094 CHF | 99.90% | 99.90% |
23.12.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 323'040 CHF | 325'040 CHF | 100.00% | 100.00% |
20.12.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 330'100 CHF | 332'100 CHF | 99.24% | 99.24% |
19.12.2024 | 0.62% | 1.61 CHF | 1.62 CHF | 200'000 | 200'000 | 199'655 | 199'655 | 323'419 CHF | 325'416 CHF | 99.31% | 99.31% |
18.12.2024 | 0.62% | 1.62 CHF | 1.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 323'453 CHF | 325'453 CHF | 96.18% | 96.18% |
17.12.2024 | 0.63% | 1.54 CHF | 1.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 314'610 CHF | 316'610 CHF | 99.38% | 99.38% |
16.12.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 317'182 CHF | 319'182 CHF | 100.00% | 100.00% |
13.12.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 309'745 CHF | 311'745 CHF | 100.00% | 100.00% |
12.12.2024 | 0.67% | 1.56 CHF | 1.57 CHF | 200'000 | 200'000 | 189'855 | 189'855 | 295'204 CHF | 297'130 CHF | 97.52% | 97.52% |