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 | 0.19% | 27.00 CHF | 27.05 CHF | 10'000 | 10'000 | 9'906 | 9'905 | 269'656 CHF | 270'129 CHF | 100.00% | 100.00% |
27.12.2024 | 0.18% | 27.30 CHF | 27.35 CHF | 10'000 | 10'000 | 9'907 | 9'906 | 275'584 CHF | 276'060 CHF | 100.00% | 100.00% |
23.12.2024 | 0.19% | 27.05 CHF | 27.10 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 268'446 CHF | 268'942 CHF | 100.00% | 100.00% |
20.12.2024 | 0.19% | 27.05 CHF | 27.10 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 259'117 CHF | 259'604 CHF | 100.00% | 100.00% |
19.12.2024 | 0.19% | 26.70 CHF | 26.75 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 265'587 CHF | 266'082 CHF | 99.75% | 99.75% |
18.12.2024 | 0.18% | 28.10 CHF | 28.15 CHF | 10'000 | 10'000 | 9'907 | 9'906 | 278'808 CHF | 279'280 CHF | 100.00% | 100.00% |
17.12.2024 | 0.18% | 28.15 CHF | 28.20 CHF | 10'000 | 10'000 | 9'907 | 9'906 | 278'992 CHF | 279'467 CHF | 100.00% | 100.00% |
16.12.2024 | 0.18% | 28.25 CHF | 28.30 CHF | 10'000 | 10'000 | 9'905 | 9'905 | 278'623 CHF | 279'118 CHF | 99.13% | 99.13% |
13.12.2024 | 0.18% | 27.95 CHF | 28.00 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 279'777 CHF | 280'273 CHF | 100.00% | 100.00% |
12.12.2024 | 0.18% | 28.15 CHF | 28.20 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 278'161 CHF | 278'638 CHF | 100.00% | 100.00% |