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 | 0.23% | 22.05 CHF | 22.10 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 108'993 CHF | 109'241 CHF | 100.00% | 100.00% |
20.12.2024 | 0.24% | 21.95 CHF | 22.00 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 104'909 CHF | 105'153 CHF | 99.85% | 99.85% |
19.12.2024 | 0.23% | 21.75 CHF | 21.80 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 108'558 CHF | 108'806 CHF | 99.97% | 99.97% |
18.12.2024 | 0.22% | 23.05 CHF | 23.10 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 114'580 CHF | 114'822 CHF | 100.00% | 100.00% |
17.12.2024 | 0.22% | 23.15 CHF | 23.20 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 115'025 CHF | 115'270 CHF | 100.00% | 100.00% |
16.12.2024 | 0.22% | 23.10 CHF | 23.15 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 113'025 CHF | 113'273 CHF | 99.13% | 99.13% |
13.12.2024 | 0.22% | 22.50 CHF | 22.55 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 112'399 CHF | 112'644 CHF | 100.00% | 100.00% |
12.12.2024 | 0.23% | 22.40 CHF | 22.45 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 110'899 CHF | 111'147 CHF | 100.00% | 100.00% |
11.12.2024 | 0.23% | 22.35 CHF | 22.40 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 108'617 CHF | 108'865 CHF | 100.00% | 100.00% |
10.12.2024 | 0.23% | 21.85 CHF | 21.90 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 108'166 CHF | 108'412 CHF | 100.00% | 100.00% |