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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06.01.2025 | 0.97% | 103.00 % | 104.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'601 CHF | 519'601 CHF | 99.14% | 99.14% |
30.12.2024 | 0.97% | 102.20 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'539 CHF | 515'539 CHF | 99.77% | 99.77% |
27.12.2024 | 0.98% | 101.90 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'045 CHF | 514'045 CHF | 98.70% | 98.70% |
23.12.2024 | 0.79% | 100.40 % | 101.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'786 CHF | 505'786 CHF | 100.00% | 100.00% |
20.12.2024 | 0.80% | 99.60 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'745 CHF | 499'745 CHF | 94.45% | 94.45% |
19.12.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'684 CHF | 503'684 CHF | 100.00% | 100.00% |
18.12.2024 | 0.78% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'057 CHF | 512'057 CHF | 100.00% | 100.00% |
17.12.2024 | 0.78% | 102.10 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'874 CHF | 514'874 CHF | 100.00% | 100.00% |
16.12.2024 | 0.78% | 101.90 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'148 CHF | 514'148 CHF | 100.00% | 100.00% |
13.12.2024 | 0.78% | 101.50 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'111 CHF | 512'111 CHF | 100.00% | 100.00% |