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 | 0.51% | 1.95 CHF | 1.96 CHF | 1'000'000 | 500'000 | 1'000'000 | 476'004 | 1'959'580 CHF | 936'651 CHF | 94.61% | 94.61% |
27.12.2024 | 0.52% | 1.97 CHF | 1.98 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'928'690 CHF | 969'344 CHF | 99.37% | 99.37% |
23.12.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'815'770 CHF | 912'886 CHF | 99.16% | 99.16% |
20.12.2024 | 0.60% | 1.75 CHF | 1.76 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 1'656'620 CHF | 833'309 CHF | 99.17% | 99.17% |