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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19.12.2024 | 0.26% | 3.78 CHF | 3.79 CHF | 649'700 | 649'700 | 649'700 | 649'700 | 2'475'990 CHF | 2'482'490 CHF | 100.00% | 100.00% |
18.12.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 645'500 | 645'500 | 645'500 | 645'500 | 2'522'180 CHF | 2'528'640 CHF | 100.00% | 100.00% |
17.12.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 647'600 | 647'600 | 647'600 | 647'600 | 2'553'320 CHF | 2'559'800 CHF | 100.00% | 100.00% |
16.12.2024 | 0.25% | 3.93 CHF | 3.94 CHF | 649'400 | 649'400 | 649'400 | 649'400 | 2'548'160 CHF | 2'554'650 CHF | 100.00% | 100.00% |
13.12.2024 | 0.25% | 3.92 CHF | 3.93 CHF | 635'700 | 635'700 | 635'700 | 635'700 | 2'502'330 CHF | 2'508'690 CHF | 99.39% | 99.39% |
12.12.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 624'400 | 624'400 | 624'400 | 624'400 | 2'523'440 CHF | 2'529'680 CHF | 100.00% | 100.00% |
11.12.2024 | 0.24% | 4.07 CHF | 4.08 CHF | 624'400 | 624'400 | 624'400 | 624'400 | 2'554'880 CHF | 2'561'130 CHF | 100.00% | 100.00% |
10.12.2024 | 0.25% | 4.07 CHF | 4.08 CHF | 623'200 | 623'200 | 623'200 | 623'200 | 2'540'100 CHF | 2'546'330 CHF | 100.00% | 100.00% |
09.12.2024 | 0.24% | 4.08 CHF | 4.09 CHF | 622'100 | 622'100 | 622'100 | 622'100 | 2'557'490 CHF | 2'563'710 CHF | 100.00% | 100.00% |
06.12.2024 | 0.24% | 4.09 CHF | 4.10 CHF | 621'600 | 621'600 | 621'600 | 621'600 | 2'548'820 CHF | 2'555'040 CHF | 100.00% | 100.00% |