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 | 0.32% | 3.09 CHF | 3.10 CHF | 34'000 | 34'000 | 33'984 | 33'984 | 105'499 CHF | 105'839 CHF | 100.00% | 100.00% |
27.12.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 105'443 CHF | 105'783 CHF | 100.00% | 100.00% |
23.12.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 105'618 CHF | 105'968 CHF | 100.00% | 100.00% |
20.12.2024 | 0.34% | 3.01 CHF | 3.02 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 103'144 CHF | 103'494 CHF | 100.00% | 100.00% |
19.12.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 103'597 CHF | 103'947 CHF | 100.00% | 100.00% |
18.12.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 34'000 | 34'000 | 33'973 | 33'973 | 104'617 CHF | 104'957 CHF | 100.00% | 100.00% |
17.12.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 106'410 CHF | 106'750 CHF | 100.00% | 100.00% |
16.12.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 34'000 | 34'000 | 33'966 | 33'966 | 106'934 CHF | 107'274 CHF | 100.00% | 100.00% |
13.12.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 34'000 | 34'000 | 33'799 | 33'799 | 108'491 CHF | 108'829 CHF | 100.00% | 100.00% |
12.12.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 34'000 | 34'000 | 33'958 | 33'958 | 108'109 CHF | 108'449 CHF | 100.00% | 100.00% |