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 | 1.24% | 0.79 CHF | 0.80 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 360'580 CHF | 121'693 CHF | 94.63% | 94.63% |
27.12.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 361'306 CHF | 121'935 CHF | 99.38% | 99.38% |
23.12.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 342'312 CHF | 115'604 CHF | 99.17% | 99.17% |
20.12.2024 | 1.42% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 314'753 CHF | 106'418 CHF | 99.17% | 99.17% |