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 | 0.23% | 4.37 CHF | 4.38 CHF | 28'390 | 28'390 | 28'159 | 28'159 | 122'886 CHF | 123'168 CHF | 99.97% | 99.97% |
27.12.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 28'320 | 28'320 | 28'138 | 28'138 | 122'521 CHF | 122'803 CHF | 100.00% | 100.00% |
23.12.2024 | 0.24% | 4.24 CHF | 4.25 CHF | 28'920 | 28'920 | 28'588 | 28'588 | 120'917 CHF | 121'204 CHF | 100.00% | 100.00% |
20.12.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 28'950 | 28'950 | 29'059 | 29'059 | 119'925 CHF | 120'216 CHF | 100.00% | 100.00% |
19.12.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 28'970 | 28'970 | 28'645 | 28'645 | 120'812 CHF | 121'099 CHF | 93.30% | 93.30% |
18.12.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 28'050 | 28'050 | 27'725 | 27'725 | 122'768 CHF | 123'045 CHF | 100.00% | 100.00% |
17.12.2024 | 0.23% | 4.46 CHF | 4.47 CHF | 27'860 | 27'860 | 27'539 | 27'539 | 123'472 CHF | 123'748 CHF | 100.00% | 100.00% |
16.12.2024 | 0.22% | 4.51 CHF | 4.52 CHF | 27'610 | 27'610 | 27'208 | 27'208 | 123'245 CHF | 123'518 CHF | 98.66% | 98.66% |
13.12.2024 | 0.22% | 4.53 CHF | 4.54 CHF | 27'490 | 27'490 | 27'108 | 27'108 | 123'464 CHF | 123'735 CHF | 100.00% | 100.00% |
12.12.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 27'180 | 27'180 | 27'017 | 27'017 | 122'671 CHF | 122'941 CHF | 100.00% | 100.00% |