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% | 19.55 CHF | 19.60 CHF | 25'000 | 25'000 | 24'766 | 24'765 | 489'937 CHF | 491'143 CHF | 100.00% | 100.00% |
27.12.2024 | 0.25% | 19.90 CHF | 19.95 CHF | 25'000 | 25'000 | 24'766 | 24'765 | 505'599 CHF | 506'804 CHF | 100.00% | 100.00% |
23.12.2024 | 0.26% | 19.70 CHF | 19.75 CHF | 25'000 | 25'000 | 24'765 | 24'765 | 488'666 CHF | 489'906 CHF | 100.00% | 100.00% |
20.12.2024 | 0.27% | 19.70 CHF | 19.75 CHF | 25'000 | 25'000 | 24'767 | 24'765 | 465'996 CHF | 467'191 CHF | 100.00% | 100.00% |
19.12.2024 | 0.26% | 19.35 CHF | 19.40 CHF | 25'000 | 25'000 | 24'766 | 24'766 | 481'654 CHF | 482'894 CHF | 99.76% | 99.76% |
18.12.2024 | 0.24% | 20.80 CHF | 20.85 CHF | 25'000 | 25'000 | 24'766 | 24'765 | 515'440 CHF | 516'645 CHF | 100.00% | 100.00% |
17.12.2024 | 0.24% | 20.80 CHF | 20.85 CHF | 25'000 | 25'000 | 24'766 | 24'765 | 515'392 CHF | 516'624 CHF | 100.00% | 100.00% |
16.12.2024 | 0.24% | 20.95 CHF | 21.00 CHF | 25'000 | 25'000 | 24'764 | 24'764 | 515'397 CHF | 516'636 CHF | 99.14% | 99.14% |
13.12.2024 | 0.24% | 20.65 CHF | 20.70 CHF | 25'000 | 25'000 | 24'765 | 24'765 | 518'077 CHF | 519'317 CHF | 100.00% | 100.00% |
12.12.2024 | 0.24% | 20.85 CHF | 20.90 CHF | 25'000 | 25'000 | 24'766 | 24'765 | 515'330 CHF | 516'538 CHF | 100.00% | 100.00% |