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 | 0.82% | 1.16 CHF | 1.17 CHF | 1'000'000 | 1'000'000 | 999'466 | 999'466 | 1'218'560 CHF | 1'228'560 CHF | 99.75% | 99.75% |
27.12.2024 | 0.80% | 1.27 CHF | 1.28 CHF | 1'000'000 | 1'000'000 | 999'924 | 999'924 | 1'245'540 CHF | 1'255'540 CHF | 96.22% | 96.22% |
23.12.2024 | 0.79% | 1.24 CHF | 1.25 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 1'264'320 CHF | 1'274'320 CHF | 100.00% | 100.00% |
20.12.2024 | 1.22% | 1.36 CHF | 1.37 CHF | 1'000'000 | 1'000'000 | 879'508 | 879'508 | 1'107'500 CHF | 1'116'840 CHF | 99.14% | 99.14% |
19.12.2024 | 0.67% | 1.45 CHF | 1.46 CHF | 930'000 | 930'000 | 873'258 | 873'258 | 1'302'240 CHF | 1'310'970 CHF | 98.76% | 98.76% |
18.12.2024 | 0.58% | 1.69 CHF | 1.70 CHF | 940'000 | 940'000 | 940'000 | 940'000 | 1'628'260 CHF | 1'637'660 CHF | 100.00% | 100.00% |
17.12.2024 | 0.56% | 1.71 CHF | 1.72 CHF | 920'000 | 920'000 | 920'000 | 920'000 | 1'626'140 CHF | 1'635'340 CHF | 99.37% | 99.37% |
16.12.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 900'000 | 900'000 | 900'000 | 900'000 | 1'629'370 CHF | 1'638'370 CHF | 99.42% | 99.42% |
13.12.2024 | 0.52% | 1.85 CHF | 1.86 CHF | 880'000 | 880'000 | 880'000 | 880'000 | 1'702'210 CHF | 1'711'010 CHF | 100.00% | 100.00% |
12.12.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 880'000 | 880'000 | 878'224 | 878'224 | 1'634'160 CHF | 1'642'950 CHF | 98.68% | 98.68% |