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% | 4.12 CHF | 4.13 CHF | 28'390 | 28'390 | 28'158 | 28'158 | 115'842 CHF | 116'124 CHF | 99.98% | 99.98% |
27.12.2024 | 0.25% | 4.12 CHF | 4.13 CHF | 28'320 | 28'320 | 28'137 | 28'137 | 115'493 CHF | 115'774 CHF | 100.00% | 100.00% |
23.12.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 28'920 | 28'920 | 28'588 | 28'588 | 113'819 CHF | 114'105 CHF | 100.00% | 100.00% |
20.12.2024 | 0.26% | 3.95 CHF | 3.96 CHF | 28'950 | 28'950 | 29'059 | 29'059 | 112'660 CHF | 112'951 CHF | 100.00% | 100.00% |
19.12.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 28'970 | 28'970 | 28'645 | 28'645 | 113'651 CHF | 113'937 CHF | 93.31% | 93.31% |
18.12.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 28'060 | 28'060 | 27'728 | 27'728 | 115'867 CHF | 116'144 CHF | 100.00% | 100.00% |
17.12.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 27'870 | 27'870 | 27'540 | 27'540 | 116'615 CHF | 116'891 CHF | 100.00% | 100.00% |
16.12.2024 | 0.24% | 4.26 CHF | 4.27 CHF | 27'610 | 27'610 | 27'210 | 27'210 | 116'473 CHF | 116'745 CHF | 98.67% | 98.67% |
13.12.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 27'490 | 27'490 | 27'108 | 27'108 | 116'687 CHF | 116'958 CHF | 100.00% | 100.00% |
12.12.2024 | 0.24% | 4.30 CHF | 4.31 CHF | 27'180 | 27'180 | 27'017 | 27'017 | 115'916 CHF | 116'186 CHF | 100.00% | 100.00% |