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 | 0.09% | 48.57 CHF | 48.59 CHF | 26'000 | 26'000 | 14'195 | 14'195 | 692'787 CHF | 693'313 CHF | 99.64% | 99.64% |
27.12.2024 | 0.10% | 50.20 CHF | 50.22 CHF | 26'000 | 26'000 | 13'316 | 13'316 | 687'221 CHF | 687'777 CHF | 100.00% | 100.00% |
23.12.2024 | 0.09% | 49.94 CHF | 49.96 CHF | 26'000 | 26'000 | 13'909 | 13'909 | 687'981 CHF | 688'495 CHF | 99.98% | 99.98% |
20.12.2024 | 0.09% | 50.88 CHF | 50.90 CHF | 26'000 | 26'000 | 14'242 | 14'242 | 692'435 CHF | 692'964 CHF | 99.59% | 99.59% |
19.12.2024 | 0.10% | 50.40 CHF | 50.42 CHF | 26'000 | 26'000 | 13'448 | 13'448 | 700'346 CHF | 700'929 CHF | 99.18% | 99.18% |
18.12.2024 | 0.10% | 55.55 CHF | 55.57 CHF | 24'000 | 24'000 | 12'846 | 12'846 | 702'847 CHF | 703'398 CHF | 99.72% | 99.72% |
17.12.2024 | 0.09% | 55.89 CHF | 55.91 CHF | 24'000 | 24'000 | 12'659 | 12'659 | 702'662 CHF | 703'199 CHF | 99.67% | 99.67% |
16.12.2024 | 0.09% | 52.59 CHF | 52.61 CHF | 25'000 | 25'000 | 13'449 | 13'449 | 683'003 CHF | 683'493 CHF | 100.00% | 100.00% |
13.12.2024 | 0.09% | 48.23 CHF | 48.25 CHF | 27'000 | 27'000 | 14'316 | 14'316 | 691'367 CHF | 691'898 CHF | 100.00% | 100.00% |
12.12.2024 | 0.09% | 48.43 CHF | 48.45 CHF | 27'000 | 27'000 | 14'467 | 14'467 | 697'519 CHF | 698'052 CHF | 99.91% | 99.91% |