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 | 0.41% | 2.34 CHF | 2.35 CHF | 500'000 | 500'000 | 499'846 | 499'846 | 1'225'110 CHF | 1'230'110 CHF | 99.75% | 99.75% |
27.12.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'254'340 CHF | 1'259'340 CHF | 98.97% | 98.97% |
23.12.2024 | 0.41% | 2.37 CHF | 2.38 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'207'090 CHF | 1'212'090 CHF | 100.00% | 100.00% |
20.12.2024 | 0.45% | 2.51 CHF | 2.52 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'102'710 CHF | 1'107'710 CHF | 100.00% | 100.00% |
19.12.2024 | 0.36% | 2.63 CHF | 2.64 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'380'190 CHF | 1'385'190 CHF | 99.42% | 99.42% |
18.12.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 500'000 | 500'000 | 499'705 | 499'705 | 1'620'370 CHF | 1'625'370 CHF | 100.00% | 100.00% |
17.12.2024 | 0.30% | 3.19 CHF | 3.20 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'646'500 CHF | 1'651'500 CHF | 100.00% | 100.00% |
16.12.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 500'000 | 500'000 | 499'586 | 499'586 | 1'676'280 CHF | 1'681'280 CHF | 99.38% | 99.38% |
13.12.2024 | 0.28% | 3.45 CHF | 3.46 CHF | 500'000 | 500'000 | 499'466 | 499'466 | 1'802'840 CHF | 1'807'840 CHF | 100.00% | 100.00% |
12.12.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 500'000 | 500'000 | 499'486 | 499'486 | 1'751'660 CHF | 1'756'660 CHF | 100.00% | 100.00% |