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 | 0.26% | 3.87 CHF | 3.88 CHF | 28'390 | 28'390 | 28'160 | 28'160 | 108'847 CHF | 109'129 CHF | 99.98% | 99.98% |
27.12.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 28'290 | 28'290 | 28'134 | 28'134 | 108'473 CHF | 108'754 CHF | 100.00% | 100.00% |
23.12.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 28'930 | 28'930 | 28'590 | 28'590 | 106'700 CHF | 106'986 CHF | 100.00% | 100.00% |
20.12.2024 | 0.28% | 3.71 CHF | 3.72 CHF | 28'940 | 28'940 | 29'062 | 29'062 | 105'477 CHF | 105'768 CHF | 100.00% | 100.00% |
19.12.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 28'980 | 28'980 | 28'649 | 28'649 | 106'551 CHF | 106'837 CHF | 93.31% | 93.31% |
18.12.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 28'040 | 28'040 | 27'725 | 27'725 | 108'959 CHF | 109'237 CHF | 100.00% | 100.00% |
17.12.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 27'860 | 27'860 | 27'542 | 27'542 | 109'764 CHF | 110'040 CHF | 100.00% | 100.00% |
16.12.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 27'610 | 27'610 | 27'210 | 27'210 | 109'729 CHF | 110'002 CHF | 98.66% | 98.66% |
13.12.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 27'490 | 27'490 | 27'109 | 27'109 | 109'967 CHF | 110'238 CHF | 100.00% | 100.00% |
12.12.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 27'220 | 27'220 | 27'019 | 27'019 | 109'230 CHF | 109'501 CHF | 100.00% | 100.00% |