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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19.12.2024 | 0.25% | 3.93 CHF | 3.94 CHF | 25'000 | 25'000 | 25'000 | 24'998 | 99'566 CHF | 99'809 CHF | 99.90% | 99.90% |
18.12.2024 | 0.24% | 4.17 CHF | 4.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 104'824 CHF | 105'074 CHF | 96.53% | 96.53% |
17.12.2024 | 0.23% | 4.34 CHF | 4.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 108'419 CHF | 108'669 CHF | 100.00% | 100.00% |
16.12.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 107'880 CHF | 108'130 CHF | 100.00% | 100.00% |
13.12.2024 | 0.22% | 4.42 CHF | 4.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 113'071 CHF | 113'321 CHF | 100.00% | 100.00% |
12.12.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 115'264 CHF | 115'514 CHF | 99.83% | 99.83% |
11.12.2024 | 0.22% | 4.64 CHF | 4.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 113'098 CHF | 113'348 CHF | 100.00% | 100.00% |
10.12.2024 | 0.21% | 4.59 CHF | 4.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 116'921 CHF | 117'171 CHF | 98.56% | 98.56% |
09.12.2024 | 0.21% | 4.78 CHF | 4.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 119'647 CHF | 119'897 CHF | 100.00% | 100.00% |
06.12.2024 | 0.21% | 4.71 CHF | 4.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 116'840 CHF | 117'090 CHF | 100.00% | 100.00% |