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 | 0.21% | 4.83 CHF | 4.84 CHF | 72'000 | 72'000 | 71'973 | 71'973 | 347'254 CHF | 347'974 CHF | 100.00% | 100.00% |
27.12.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 346'604 CHF | 347'324 CHF | 100.00% | 100.00% |
23.12.2024 | 0.21% | 4.67 CHF | 4.68 CHF | 76'000 | 76'000 | 75'029 | 75'029 | 349'446 CHF | 350'196 CHF | 100.00% | 100.00% |
20.12.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 344'227 CHF | 344'987 CHF | 100.00% | 100.00% |
19.12.2024 | 0.22% | 4.62 CHF | 4.63 CHF | 76'000 | 76'000 | 75'447 | 75'447 | 350'071 CHF | 350'826 CHF | 100.00% | 100.00% |
18.12.2024 | 0.20% | 4.87 CHF | 4.88 CHF | 72'000 | 72'000 | 71'946 | 71'946 | 353'039 CHF | 353'759 CHF | 100.00% | 100.00% |
17.12.2024 | 0.20% | 4.95 CHF | 4.96 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 358'399 CHF | 359'119 CHF | 100.00% | 100.00% |
16.12.2024 | 0.20% | 5.01 CHF | 5.02 CHF | 72'000 | 72'000 | 71'054 | 71'054 | 357'821 CHF | 358'533 CHF | 99.99% | 99.99% |
13.12.2024 | 0.20% | 5.03 CHF | 5.04 CHF | 72'000 | 72'000 | 68'729 | 68'729 | 348'137 CHF | 348'825 CHF | 100.00% | 100.00% |
12.12.2024 | 0.20% | 5.06 CHF | 5.07 CHF | 68'000 | 68'000 | 70'656 | 70'656 | 356'847 CHF | 357'554 CHF | 100.00% | 100.00% |