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 | 0.18% | 5.45 CHF | 5.46 CHF | 72'000 | 72'000 | 71'965 | 71'965 | 391'487 CHF | 392'207 CHF | 100.00% | 100.00% |
27.12.2024 | 0.18% | 5.45 CHF | 5.46 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 390'708 CHF | 391'428 CHF | 100.00% | 100.00% |
23.12.2024 | 0.19% | 5.28 CHF | 5.29 CHF | 76'000 | 76'000 | 75'027 | 75'027 | 395'418 CHF | 396'168 CHF | 100.00% | 100.00% |
20.12.2024 | 0.19% | 5.24 CHF | 5.25 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 390'766 CHF | 391'526 CHF | 100.00% | 100.00% |
19.12.2024 | 0.19% | 5.23 CHF | 5.24 CHF | 76'000 | 76'000 | 75'447 | 75'447 | 396'290 CHF | 397'044 CHF | 100.00% | 100.00% |
18.12.2024 | 0.18% | 5.49 CHF | 5.50 CHF | 72'000 | 72'000 | 71'947 | 71'947 | 397'135 CHF | 397'855 CHF | 100.00% | 100.00% |
17.12.2024 | 0.18% | 5.57 CHF | 5.58 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 402'489 CHF | 403'209 CHF | 100.00% | 100.00% |
16.12.2024 | 0.18% | 5.62 CHF | 5.63 CHF | 72'000 | 72'000 | 71'057 | 71'057 | 401'366 CHF | 402'077 CHF | 100.00% | 100.00% |
13.12.2024 | 0.18% | 5.64 CHF | 5.65 CHF | 72'000 | 72'000 | 68'732 | 68'732 | 390'215 CHF | 390'903 CHF | 100.00% | 100.00% |
12.12.2024 | 0.18% | 5.67 CHF | 5.68 CHF | 68'000 | 68'000 | 70'659 | 70'659 | 399'962 CHF | 400'670 CHF | 100.00% | 100.00% |