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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.12.2024 | 0.21% | 4.69 CHF | 4.70 CHF | 221'400 | 221'400 | 221'317 | 221'317 | 1'074'720 CHF | 1'076'940 CHF | 100.00% | 100.00% |
27.12.2024 | 0.21% | 4.87 CHF | 4.88 CHF | 236'700 | 236'700 | 236'699 | 236'699 | 1'145'930 CHF | 1'148'300 CHF | 99.93% | 99.93% |
23.12.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 246'100 | 246'100 | 246'100 | 246'100 | 1'105'730 CHF | 1'108'190 CHF | 100.00% | 100.00% |
20.12.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 240'600 | 240'600 | 240'600 | 240'600 | 1'059'460 CHF | 1'061'870 CHF | 100.00% | 100.00% |
19.12.2024 | 0.23% | 4.47 CHF | 4.48 CHF | 257'200 | 257'200 | 257'200 | 257'200 | 1'138'960 CHF | 1'141'530 CHF | 100.00% | 100.00% |
18.12.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 262'700 | 262'700 | 262'700 | 262'700 | 1'115'840 CHF | 1'118'470 CHF | 100.00% | 100.00% |
17.12.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 259'900 | 259'900 | 259'900 | 259'900 | 1'091'790 CHF | 1'094'390 CHF | 100.00% | 100.00% |
16.12.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 257'600 | 257'600 | 257'600 | 257'600 | 1'080'970 CHF | 1'083'540 CHF | 100.00% | 100.00% |
13.12.2024 | 0.24% | 4.23 CHF | 4.24 CHF | 275'200 | 275'200 | 275'200 | 275'200 | 1'149'080 CHF | 1'151'830 CHF | 99.39% | 99.39% |
12.12.2024 | 0.26% | 3.95 CHF | 3.96 CHF | 291'100 | 291'100 | 291'100 | 291'100 | 1'122'470 CHF | 1'125'380 CHF | 100.00% | 100.00% |