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 | 3.25% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 181'555 CHF | 62'518 CHF | 94.63% | 94.63% |
27.12.2024 | 3.23% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 182'559 CHF | 62'853 CHF | 99.38% | 99.38% |
23.12.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 168'661 CHF | 58'220 CHF | 99.17% | 99.17% |
20.12.2024 | 3.99% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 704'230 | 234'743 | 172'882 CHF | 59'975 CHF | 99.17% | 99.17% |
19.12.2024 | 3.67% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 160'791 CHF | 55'597 CHF | 98.39% | 98.39% |
18.12.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 187'387 CHF | 64'462 CHF | 99.17% | 99.17% |
17.12.2024 | 3.13% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 188'812 CHF | 64'937 CHF | 99.17% | 99.17% |
16.12.2024 | 3.14% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 188'364 CHF | 64'788 CHF | 99.17% | 99.17% |
13.12.2024 | 2.88% | 0.33 CHF | 0.34 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 205'325 CHF | 70'442 CHF | 98.91% | 98.91% |
12.12.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 211'689 CHF | 72'563 CHF | 98.03% | 98.03% |