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% | 5.14 CHF | 5.15 CHF | 72'000 | 72'000 | 71'965 | 71'965 | 369'178 CHF | 369'898 CHF | 100.00% | 100.00% |
27.12.2024 | 0.20% | 5.14 CHF | 5.15 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 368'551 CHF | 369'271 CHF | 100.00% | 100.00% |
23.12.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 76'000 | 76'000 | 75'028 | 75'028 | 372'365 CHF | 373'115 CHF | 100.00% | 100.00% |
20.12.2024 | 0.21% | 4.93 CHF | 4.94 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 367'206 CHF | 367'966 CHF | 100.00% | 100.00% |
19.12.2024 | 0.20% | 4.93 CHF | 4.94 CHF | 76'000 | 76'000 | 75'447 | 75'447 | 373'083 CHF | 373'838 CHF | 100.00% | 100.00% |
18.12.2024 | 0.19% | 5.18 CHF | 5.19 CHF | 72'000 | 72'000 | 71'946 | 71'946 | 375'022 CHF | 375'742 CHF | 100.00% | 100.00% |
17.12.2024 | 0.19% | 5.26 CHF | 5.27 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 380'347 CHF | 381'067 CHF | 100.00% | 100.00% |
16.12.2024 | 0.19% | 5.31 CHF | 5.32 CHF | 72'000 | 72'000 | 71'056 | 71'056 | 379'488 CHF | 380'199 CHF | 100.00% | 100.00% |
13.12.2024 | 0.19% | 5.34 CHF | 5.35 CHF | 72'000 | 72'000 | 68'731 | 68'731 | 369'094 CHF | 369'783 CHF | 100.00% | 100.00% |
12.12.2024 | 0.19% | 5.37 CHF | 5.38 CHF | 68'000 | 68'000 | 70'660 | 70'660 | 378'245 CHF | 378'952 CHF | 100.00% | 100.00% |