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 | 6.78% | 0.13 CHF | 0.14 CHF | 500'000 | 500'000 | 499'742 | 499'742 | 72'187 CHF | 77'187 CHF | 99.75% | 99.75% |
27.12.2024 | 7.35% | 0.15 CHF | 0.16 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 66'042 CHF | 71'042 CHF | 99.94% | 99.94% |
23.12.2024 | 9.43% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 51'214 CHF | 56'214 CHF | 100.00% | 100.00% |
20.12.2024 | 13.78% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 34'284 CHF | 39'284 CHF | 100.00% | 100.00% |
19.12.2024 | 8.71% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 55'438 CHF | 60'438 CHF | 100.00% | 100.00% |
18.12.2024 | 3.70% | 0.25 CHF | 0.26 CHF | 440'000 | 440'000 | 440'000 | 440'000 | 117'005 CHF | 121'405 CHF | 99.68% | 99.68% |
17.12.2024 | 3.29% | 0.34 CHF | 0.35 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 150'613 CHF | 155'613 CHF | 100.00% | 100.00% |
16.12.2024 | 3.54% | 0.30 CHF | 0.31 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 139'141 CHF | 144'141 CHF | 100.00% | 100.00% |
13.12.2024 | 2.97% | 0.30 CHF | 0.31 CHF | 470'000 | 470'000 | 470'000 | 470'000 | 156'458 CHF | 161'158 CHF | 100.00% | 100.00% |
12.12.2024 | 3.13% | 0.34 CHF | 0.35 CHF | 500'000 | 500'000 | 485'492 | 485'492 | 163'272 CHF | 168'223 CHF | 98.72% | 98.72% |