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% | 23.60 CHF | 23.65 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 466'264 CHF | 467'256 CHF | 100.00% | 100.00% |
20.12.2024 | 0.22% | 23.50 CHF | 23.55 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 449'798 CHF | 450'790 CHF | 99.84% | 99.84% |
19.12.2024 | 0.22% | 23.30 CHF | 23.35 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 464'536 CHF | 465'528 CHF | 99.96% | 99.96% |
18.12.2024 | 0.20% | 24.55 CHF | 24.60 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 488'457 CHF | 489'448 CHF | 100.00% | 100.00% |
17.12.2024 | 0.20% | 24.70 CHF | 24.75 CHF | 20'000 | 20'000 | 19'813 | 19'812 | 490'375 CHF | 491'349 CHF | 100.00% | 100.00% |
16.12.2024 | 0.21% | 24.60 CHF | 24.65 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 482'162 CHF | 483'154 CHF | 99.12% | 99.12% |
13.12.2024 | 0.21% | 24.00 CHF | 24.05 CHF | 20'000 | 20'000 | 19'813 | 19'812 | 479'644 CHF | 480'619 CHF | 100.00% | 100.00% |
12.12.2024 | 0.21% | 23.95 CHF | 24.00 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 473'469 CHF | 474'450 CHF | 100.00% | 100.00% |
11.12.2024 | 0.22% | 23.85 CHF | 23.90 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 464'217 CHF | 465'208 CHF | 100.00% | 100.00% |
10.12.2024 | 0.22% | 23.35 CHF | 23.40 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 462'250 CHF | 463'229 CHF | 100.00% | 100.00% |