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 | 0.78% | 1.27 CHF | 1.28 CHF | 1'000'000 | 600'000 | 1'000'000 | 588'284 | 1'273'830 CHF | 754'783 CHF | 94.61% | 94.61% |
27.12.2024 | 0.80% | 1.29 CHF | 1.30 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 1'251'810 CHF | 757'085 CHF | 99.37% | 99.37% |
23.12.2024 | 0.85% | 1.20 CHF | 1.21 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 1'170'620 CHF | 708'374 CHF | 99.16% | 99.16% |
20.12.2024 | 0.95% | 1.11 CHF | 1.12 CHF | 1'000'000 | 600'000 | 1'000'000 | 600'000 | 1'052'780 CHF | 637'665 CHF | 99.16% | 99.16% |