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% | 23.05 CHF | 23.10 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 455'684 CHF | 456'675 CHF | 100.00% | 100.00% |
20.12.2024 | 0.23% | 22.95 CHF | 23.00 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 439'240 CHF | 440'231 CHF | 99.85% | 99.85% |
19.12.2024 | 0.22% | 22.75 CHF | 22.80 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 453'881 CHF | 454'872 CHF | 99.97% | 99.97% |
18.12.2024 | 0.21% | 24.05 CHF | 24.10 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 477'939 CHF | 478'931 CHF | 100.00% | 100.00% |
17.12.2024 | 0.21% | 24.15 CHF | 24.20 CHF | 20'000 | 20'000 | 19'813 | 19'812 | 479'772 CHF | 480'749 CHF | 100.00% | 100.00% |
16.12.2024 | 0.21% | 24.05 CHF | 24.10 CHF | 20'000 | 20'000 | 19'811 | 19'811 | 471'654 CHF | 472'646 CHF | 99.12% | 99.12% |
13.12.2024 | 0.21% | 23.45 CHF | 23.50 CHF | 20'000 | 20'000 | 19'813 | 19'812 | 469'146 CHF | 470'122 CHF | 100.00% | 100.00% |
12.12.2024 | 0.22% | 23.40 CHF | 23.45 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 462'950 CHF | 463'942 CHF | 100.00% | 100.00% |
11.12.2024 | 0.22% | 23.30 CHF | 23.35 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 453'777 CHF | 454'769 CHF | 100.00% | 100.00% |
10.12.2024 | 0.22% | 22.85 CHF | 22.90 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 451'895 CHF | 452'875 CHF | 100.00% | 100.00% |