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 | 0.27% | 3.75 CHF | 3.76 CHF | 28'390 | 28'390 | 28'162 | 28'162 | 105'341 CHF | 105'623 CHF | 99.98% | 99.98% |
27.12.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 28'310 | 28'310 | 28'134 | 28'134 | 104'973 CHF | 105'255 CHF | 100.00% | 100.00% |
23.12.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 28'910 | 28'910 | 28'589 | 28'589 | 103'142 CHF | 103'428 CHF | 100.00% | 100.00% |
20.12.2024 | 0.29% | 3.58 CHF | 3.59 CHF | 28'970 | 28'970 | 29'061 | 29'061 | 101'859 CHF | 102'149 CHF | 100.00% | 100.00% |
19.12.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 28'960 | 28'960 | 28'647 | 28'647 | 103'001 CHF | 103'288 CHF | 93.31% | 93.31% |
18.12.2024 | 0.27% | 3.78 CHF | 3.79 CHF | 28'080 | 28'080 | 27'730 | 27'730 | 105'547 CHF | 105'824 CHF | 100.00% | 100.00% |
17.12.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 27'860 | 27'860 | 27'539 | 27'539 | 106'340 CHF | 106'615 CHF | 100.00% | 100.00% |
16.12.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 27'620 | 27'620 | 27'205 | 27'205 | 106'311 CHF | 106'583 CHF | 98.67% | 98.67% |
13.12.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 27'520 | 27'520 | 27'108 | 27'108 | 106'599 CHF | 106'870 CHF | 100.00% | 100.00% |
12.12.2024 | 0.26% | 3.93 CHF | 3.94 CHF | 27'180 | 27'180 | 27'018 | 27'018 | 105'863 CHF | 106'133 CHF | 100.00% | 100.00% |