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 | 0.25% | 3.99 CHF | 4.00 CHF | 28'390 | 28'390 | 28'166 | 28'166 | 112'356 CHF | 112'638 CHF | 99.97% | 99.97% |
27.12.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 28'300 | 28'300 | 28'135 | 28'135 | 111'946 CHF | 112'228 CHF | 100.00% | 100.00% |
23.12.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 28'940 | 28'940 | 28'588 | 28'588 | 110'238 CHF | 110'525 CHF | 100.00% | 100.00% |
20.12.2024 | 0.27% | 3.83 CHF | 3.84 CHF | 28'970 | 28'970 | 29'064 | 29'064 | 109'087 CHF | 109'378 CHF | 100.00% | 100.00% |
19.12.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 28'950 | 28'950 | 28'646 | 28'646 | 110'102 CHF | 110'389 CHF | 93.30% | 93.30% |
18.12.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 28'070 | 28'070 | 27'730 | 27'730 | 112'425 CHF | 112'703 CHF | 100.00% | 100.00% |
17.12.2024 | 0.25% | 4.09 CHF | 4.10 CHF | 27'860 | 27'860 | 27'538 | 27'538 | 113'152 CHF | 113'428 CHF | 100.00% | 100.00% |
16.12.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 27'610 | 27'610 | 27'206 | 27'206 | 113'063 CHF | 113'336 CHF | 98.66% | 98.66% |
13.12.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 27'510 | 27'510 | 27'106 | 27'106 | 113'299 CHF | 113'570 CHF | 100.00% | 100.00% |
12.12.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 27'240 | 27'240 | 27'017 | 27'017 | 112'568 CHF | 112'839 CHF | 100.00% | 100.00% |