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 | 1.41% | 0.82 CHF | 0.83 CHF | 71'000 | 75'000 | 78'826 | 78'826 | 55'594 CHF | 56'383 CHF | 95.33% | 95.33% |
27.12.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 73'948 | 73'948 | 71'708 CHF | 72'447 CHF | 98.99% | 98.99% |
23.12.2024 | 1.09% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'834 CHF | 69'584 CHF | 99.34% | 99.34% |
20.12.2024 | 1.16% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'305 CHF | 65'055 CHF | 95.99% | 95.99% |
19.12.2024 | 1.27% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'829 CHF | 59'579 CHF | 95.32% | 95.32% |
18.12.2024 | 1.29% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'785 CHF | 58'535 CHF | 96.14% | 96.14% |
17.12.2024 | 1.32% | 0.71 CHF | 0.72 CHF | 75'000 | 75'000 | 75'072 | 75'072 | 56'405 CHF | 57'156 CHF | 97.14% | 97.14% |
16.12.2024 | 1.66% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'951 CHF | 60'951 CHF | 97.94% | 97.94% |
13.12.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'249 CHF | 60'249 CHF | 98.25% | 98.25% |
12.12.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'542 CHF | 57'542 CHF | 98.71% | 98.71% |