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 | 0.26% | 4.02 CHF | 4.03 CHF | 250'000 | 250'000 | 249'907 | 249'907 | 972'334 CHF | 974'834 CHF | 99.57% | 99.57% |
27.12.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 945'501 CHF | 948'001 CHF | 100.00% | 100.00% |
23.12.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 949'787 CHF | 952'287 CHF | 100.00% | 100.00% |
20.12.2024 | 0.26% | 3.71 CHF | 3.72 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 969'514 CHF | 972'014 CHF | 100.00% | 100.00% |
19.12.2024 | 0.26% | 4.08 CHF | 4.09 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 973'420 CHF | 975'920 CHF | 100.00% | 100.00% |
18.12.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 250'000 | 250'000 | 249'854 | 249'854 | 890'159 CHF | 892'659 CHF | 100.00% | 100.00% |
17.12.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 900'287 CHF | 902'787 CHF | 99.97% | 99.97% |
16.12.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 250'000 | 250'000 | 249'786 | 249'786 | 856'189 CHF | 858'689 CHF | 99.98% | 99.98% |
13.12.2024 | 0.30% | 3.40 CHF | 3.41 CHF | 250'000 | 250'000 | 249'723 | 249'723 | 837'956 CHF | 840'456 CHF | 100.00% | 100.00% |
12.12.2024 | 0.33% | 3.20 CHF | 3.21 CHF | 250'000 | 250'000 | 249'733 | 249'733 | 751'300 CHF | 753'800 CHF | 100.00% | 100.00% |