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 | 1.39% | 0.62 CHF | 0.63 CHF | 500'000 | 500'000 | 499'846 | 499'839 | 367'481 CHF | 372'477 CHF | 99.75% | 99.75% |
27.12.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 500'000 | 500'000 | 499'893 | 499'893 | 398'148 CHF | 403'148 CHF | 99.09% | 99.09% |
23.12.2024 | 1.40% | 0.66 CHF | 0.67 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 356'419 CHF | 361'419 CHF | 100.00% | 100.00% |
20.12.2024 | 2.01% | 0.81 CHF | 0.82 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 254'664 CHF | 259'664 CHF | 100.00% | 100.00% |
19.12.2024 | 0.94% | 0.94 CHF | 0.95 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 530'994 CHF | 535'994 CHF | 99.42% | 99.42% |
18.12.2024 | 0.65% | 1.47 CHF | 1.48 CHF | 500'000 | 500'000 | 499'649 | 499'649 | 765'764 CHF | 770'764 CHF | 100.00% | 100.00% |
17.12.2024 | 0.63% | 1.48 CHF | 1.49 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 795'514 CHF | 800'514 CHF | 100.00% | 100.00% |
16.12.2024 | 0.60% | 1.63 CHF | 1.64 CHF | 500'000 | 500'000 | 499'528 | 499'528 | 830'895 CHF | 835'895 CHF | 99.39% | 99.39% |
13.12.2024 | 0.52% | 1.75 CHF | 1.76 CHF | 500'000 | 500'000 | 499'422 | 499'422 | 952'977 CHF | 957'977 CHF | 100.00% | 100.00% |
12.12.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 500'000 | 500'000 | 499'424 | 499'424 | 906'627 CHF | 911'627 CHF | 100.00% | 100.00% |