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 | 0.22% | 23.30 CHF | 23.35 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 460'926 CHF | 461'918 CHF | 100.00% | 100.00% |
20.12.2024 | 0.22% | 23.20 CHF | 23.25 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 444'524 CHF | 445'503 CHF | 99.84% | 99.84% |
19.12.2024 | 0.22% | 23.00 CHF | 23.05 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 459'204 CHF | 460'196 CHF | 99.96% | 99.96% |
18.12.2024 | 0.21% | 24.30 CHF | 24.35 CHF | 20'000 | 20'000 | 19'813 | 19'812 | 483'186 CHF | 484'148 CHF | 100.00% | 100.00% |
17.12.2024 | 0.21% | 24.40 CHF | 24.45 CHF | 20'000 | 20'000 | 19'813 | 19'812 | 485'035 CHF | 486'017 CHF | 100.00% | 100.00% |
16.12.2024 | 0.21% | 24.35 CHF | 24.40 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 476'899 CHF | 477'891 CHF | 99.12% | 99.12% |
13.12.2024 | 0.21% | 23.75 CHF | 23.80 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 474'398 CHF | 475'382 CHF | 100.00% | 100.00% |
12.12.2024 | 0.21% | 23.65 CHF | 23.70 CHF | 20'000 | 20'000 | 19'813 | 19'811 | 468'206 CHF | 469'146 CHF | 100.00% | 100.00% |
11.12.2024 | 0.22% | 23.60 CHF | 23.65 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 459'045 CHF | 460'037 CHF | 100.00% | 100.00% |
10.12.2024 | 0.22% | 23.10 CHF | 23.15 CHF | 20'000 | 20'000 | 19'813 | 19'812 | 457'044 CHF | 458'004 CHF | 100.00% | 100.00% |