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% | 25.75 CHF | 25.80 CHF | 30'000 | 30'000 | 29'825 | 29'825 | 774'793 CHF | 776'286 CHF | 99.61% | 99.61% |
27.12.2024 | 0.19% | 26.10 CHF | 26.15 CHF | 30'000 | 30'000 | 29'720 | 29'718 | 790'047 CHF | 791'490 CHF | 100.00% | 100.00% |
23.12.2024 | 0.19% | 25.85 CHF | 25.90 CHF | 30'000 | 30'000 | 29'741 | 29'741 | 769'344 CHF | 770'833 CHF | 99.92% | 99.92% |
20.12.2024 | 0.20% | 25.80 CHF | 25.85 CHF | 30'000 | 30'000 | 29'737 | 29'736 | 741'329 CHF | 742'790 CHF | 99.93% | 99.93% |
19.12.2024 | 0.20% | 25.45 CHF | 25.50 CHF | 30'000 | 30'000 | 29'789 | 29'789 | 761'972 CHF | 763'462 CHF | 99.49% | 99.49% |
18.12.2024 | 0.19% | 26.90 CHF | 26.95 CHF | 30'000 | 30'000 | 29'720 | 29'718 | 800'051 CHF | 801'493 CHF | 100.00% | 100.00% |
17.12.2024 | 0.19% | 26.90 CHF | 26.95 CHF | 30'000 | 30'000 | 29'730 | 29'729 | 800'773 CHF | 802'243 CHF | 99.97% | 99.97% |
16.12.2024 | 0.19% | 27.05 CHF | 27.10 CHF | 30'000 | 30'000 | 29'789 | 29'789 | 801'593 CHF | 803'084 CHF | 98.88% | 98.88% |
13.12.2024 | 0.18% | 26.75 CHF | 26.80 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 810'475 CHF | 811'975 CHF | 98.38% | 98.38% |
12.12.2024 | 0.19% | 26.95 CHF | 27.00 CHF | 30'000 | 30'000 | 29'824 | 29'824 | 801'213 CHF | 802'705 CHF | 99.61% | 99.61% |