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 | 2.88% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 205'437 CHF | 70'479 CHF | 94.63% | 94.63% |
27.12.2024 | 2.87% | 0.35 CHF | 0.36 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 206'296 CHF | 70'765 CHF | 99.38% | 99.38% |
23.12.2024 | 3.07% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 619'477 | 206'492 | 198'568 CHF | 68'254 CHF | 99.17% | 99.17% |
20.12.2024 | 3.42% | 0.31 CHF | 0.32 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 215'725 CHF | 74'408 CHF | 99.17% | 99.17% |