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 | 0.24% | 20.75 CHF | 20.80 CHF | 40'000 | 40'000 | 39'766 | 39'766 | 835'728 CHF | 837'717 CHF | 99.61% | 99.61% |
27.12.2024 | 0.23% | 21.15 CHF | 21.20 CHF | 40'000 | 40'000 | 39'626 | 39'624 | 857'513 CHF | 859'447 CHF | 100.00% | 100.00% |
23.12.2024 | 0.24% | 20.90 CHF | 20.95 CHF | 40'000 | 40'000 | 39'655 | 39'655 | 830'786 CHF | 832'771 CHF | 99.93% | 99.93% |
20.12.2024 | 0.25% | 20.90 CHF | 20.95 CHF | 40'000 | 40'000 | 39'650 | 39'648 | 794'092 CHF | 796'047 CHF | 99.93% | 99.93% |
19.12.2024 | 0.24% | 20.55 CHF | 20.60 CHF | 40'000 | 40'000 | 39'718 | 39'718 | 820'844 CHF | 822'832 CHF | 99.51% | 99.51% |
18.12.2024 | 0.23% | 22.00 CHF | 22.05 CHF | 40'000 | 40'000 | 39'626 | 39'624 | 872'794 CHF | 874'726 CHF | 100.00% | 100.00% |
17.12.2024 | 0.23% | 22.00 CHF | 22.05 CHF | 40'000 | 40'000 | 39'640 | 39'639 | 873'241 CHF | 875'207 CHF | 99.97% | 99.97% |
16.12.2024 | 0.23% | 22.15 CHF | 22.20 CHF | 40'000 | 40'000 | 39'719 | 39'719 | 874'679 CHF | 876'666 CHF | 98.90% | 98.90% |
13.12.2024 | 0.23% | 21.85 CHF | 21.90 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 885'284 CHF | 887'284 CHF | 98.38% | 98.38% |
12.12.2024 | 0.23% | 22.05 CHF | 22.10 CHF | 40'000 | 40'000 | 39'765 | 39'765 | 875'235 CHF | 877'225 CHF | 99.61% | 99.61% |