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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.12.2024 | 0.21% | 23.85 CHF | 23.90 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 471'573 CHF | 472'565 CHF | 100.00% | 100.00% |
20.12.2024 | 0.22% | 23.75 CHF | 23.80 CHF | 20'000 | 20'000 | 19'812 | 19'811 | 455'102 CHF | 456'076 CHF | 99.84% | 99.84% |
19.12.2024 | 0.21% | 23.55 CHF | 23.60 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 469'764 CHF | 470'756 CHF | 99.96% | 99.96% |
18.12.2024 | 0.20% | 24.85 CHF | 24.90 CHF | 20'000 | 20'000 | 19'813 | 19'812 | 493'763 CHF | 494'727 CHF | 100.00% | 100.00% |
17.12.2024 | 0.20% | 24.95 CHF | 25.00 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 495'641 CHF | 496'621 CHF | 100.00% | 100.00% |
16.12.2024 | 0.21% | 24.85 CHF | 24.90 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 487'440 CHF | 488'431 CHF | 99.12% | 99.12% |
13.12.2024 | 0.21% | 24.25 CHF | 24.30 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 484'947 CHF | 485'926 CHF | 100.00% | 100.00% |
12.12.2024 | 0.21% | 24.20 CHF | 24.25 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 478'665 CHF | 479'657 CHF | 100.00% | 100.00% |
11.12.2024 | 0.21% | 24.10 CHF | 24.15 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 469'389 CHF | 470'381 CHF | 100.00% | 100.00% |
10.12.2024 | 0.21% | 23.65 CHF | 23.70 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 467'477 CHF | 468'461 CHF | 100.00% | 100.00% |