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 | 0,83% | 1,25 CHF | 1,26 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 149 280 CHF | 150 530 CHF | 95,16% | 95,16% |
27/12/2024 | 0,80% | 1,19 CHF | 1,20 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 155 494 CHF | 156 744 CHF | 98,67% | 98,67% |
23/12/2024 | 0,82% | 1,25 CHF | 1,26 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 151 495 CHF | 152 745 CHF | 97,80% | 97,80% |
20/12/2024 | 0,94% | 1,18 CHF | 1,19 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 132 301 CHF | 133 551 CHF | 92,79% | 92,79% |
19/12/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 141 644 CHF | 142 894 CHF | 93,62% | 93,62% |
18/12/2024 | 0,85% | 1,21 CHF | 1,22 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 146 484 CHF | 147 734 CHF | 94,91% | 94,91% |
17/12/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 132 061 CHF | 133 311 CHF | 97,14% | 97,14% |
16/12/2024 | 0,88% | 1,08 CHF | 1,09 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 141 934 CHF | 143 184 CHF | 98,15% | 98,15% |
13/12/2024 | 0,80% | 1,12 CHF | 1,13 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 156 282 CHF | 157 532 CHF | 98,13% | 98,13% |
12/12/2024 | 0,81% | 1,20 CHF | 1,21 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 154 582 CHF | 155 832 CHF | 98,41% | 98,41% |