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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.12.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 500'000 | 500'000 | 499'899 | 499'899 | 1'475'170 CHF | 1'480'170 CHF | 99.08% | 99.08% |
23.12.2024 | 0.35% | 2.80 CHF | 2.81 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'425'910 CHF | 1'430'910 CHF | 100.00% | 100.00% |
20.12.2024 | 0.38% | 2.94 CHF | 2.95 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'320'460 CHF | 1'325'460 CHF | 100.00% | 100.00% |
19.12.2024 | 0.31% | 3.07 CHF | 3.08 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'601'980 CHF | 1'606'980 CHF | 99.42% | 99.42% |
18.12.2024 | 0.27% | 3.62 CHF | 3.63 CHF | 500'000 | 500'000 | 499'712 | 499'712 | 1'842'460 CHF | 1'847'460 CHF | 100.00% | 100.00% |
17.12.2024 | 0.27% | 3.64 CHF | 3.65 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'872'100 CHF | 1'877'100 CHF | 100.00% | 100.00% |
16.12.2024 | 0.26% | 3.77 CHF | 3.78 CHF | 500'000 | 500'000 | 499'591 | 499'591 | 1'900'660 CHF | 1'905'660 CHF | 99.39% | 99.39% |
13.12.2024 | 0.25% | 3.89 CHF | 3.90 CHF | 500'000 | 500'000 | 499'486 | 499'486 | 2'023'940 CHF | 2'028'940 CHF | 100.00% | 100.00% |
12.12.2024 | 0.25% | 3.94 CHF | 3.95 CHF | 500'000 | 500'000 | 499'490 | 499'490 | 1'971'030 CHF | 1'976'030 CHF | 100.00% | 100.00% |
11.12.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 500'000 | 500'000 | 498'706 | 498'706 | 1'893'490 CHF | 1'898'490 CHF | 100.00% | 100.00% |