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% | 23.25 CHF | 23.30 CHF | 10'000 | 10'000 | 9'907 | 9'907 | 232'694 CHF | 233'189 CHF | 100.00% | 100.00% |
27.12.2024 | 0.21% | 23.60 CHF | 23.65 CHF | 10'000 | 10'000 | 9'907 | 9'906 | 238'808 CHF | 239'290 CHF | 100.00% | 100.00% |
23.12.2024 | 0.22% | 23.35 CHF | 23.40 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 231'862 CHF | 232'357 CHF | 100.00% | 100.00% |
20.12.2024 | 0.22% | 23.35 CHF | 23.40 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 222'641 CHF | 223'129 CHF | 100.00% | 100.00% |
19.12.2024 | 0.22% | 23.00 CHF | 23.05 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 229'021 CHF | 229'517 CHF | 99.75% | 99.75% |
18.12.2024 | 0.21% | 24.45 CHF | 24.50 CHF | 10'000 | 10'000 | 9'907 | 9'906 | 242'400 CHF | 242'882 CHF | 100.00% | 100.00% |
17.12.2024 | 0.21% | 24.45 CHF | 24.50 CHF | 10'000 | 10'000 | 9'907 | 9'906 | 242'503 CHF | 242'993 CHF | 100.00% | 100.00% |
16.12.2024 | 0.21% | 24.60 CHF | 24.65 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 242'319 CHF | 242'815 CHF | 99.15% | 99.15% |
13.12.2024 | 0.21% | 24.30 CHF | 24.35 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 243'395 CHF | 243'885 CHF | 100.00% | 100.00% |
12.12.2024 | 0.21% | 24.50 CHF | 24.55 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 242'026 CHF | 242'522 CHF | 100.00% | 100.00% |