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 | 0.67% | 1.51 CHF | 1.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 446'710 CHF | 149'903 CHF | 85.42% | 85.42% |
27.12.2024 | 0.64% | 1.51 CHF | 1.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 463'756 CHF | 155'585 CHF | 97.97% | 97.97% |
23.12.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 475'493 CHF | 159'498 CHF | 98.13% | 98.13% |
20.12.2024 | 0.60% | 1.60 CHF | 1.61 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 496'482 CHF | 166'494 CHF | 99.44% | 99.44% |
19.12.2024 | 0.63% | 1.56 CHF | 1.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 474'033 CHF | 159'011 CHF | 99.12% | 99.12% |
18.12.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 468'102 CHF | 157'034 CHF | 99.40% | 99.40% |
17.12.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 470'841 CHF | 157'947 CHF | 99.01% | 99.01% |
16.12.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 465'090 CHF | 156'030 CHF | 99.41% | 99.41% |
13.12.2024 | 0.65% | 1.51 CHF | 1.52 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 458'373 CHF | 153'791 CHF | 99.15% | 99.15% |
12.12.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 474'409 CHF | 159'136 CHF | 99.36% | 99.36% |