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 | 0.10% | 44.96 CHF | 44.98 CHF | 26'000 | 26'000 | 14'194 | 14'194 | 641'649 CHF | 642'175 CHF | 99.64% | 99.64% |
27.12.2024 | 0.11% | 46.61 CHF | 46.63 CHF | 26'000 | 26'000 | 13'316 | 13'316 | 639'495 CHF | 640'052 CHF | 100.00% | 100.00% |
23.12.2024 | 0.10% | 46.36 CHF | 46.38 CHF | 26'000 | 26'000 | 13'909 | 13'909 | 638'390 CHF | 638'904 CHF | 99.98% | 99.98% |
20.12.2024 | 0.10% | 47.32 CHF | 47.34 CHF | 26'000 | 26'000 | 14'243 | 14'243 | 641'860 CHF | 642'388 CHF | 99.59% | 99.59% |
19.12.2024 | 0.11% | 46.84 CHF | 46.86 CHF | 26'000 | 26'000 | 13'448 | 13'448 | 652'438 CHF | 653'021 CHF | 99.18% | 99.18% |
18.12.2024 | 0.10% | 52.00 CHF | 52.02 CHF | 24'000 | 24'000 | 12'846 | 12'846 | 657'278 CHF | 657'829 CHF | 99.72% | 99.72% |
17.12.2024 | 0.10% | 52.34 CHF | 52.36 CHF | 24'000 | 24'000 | 12'659 | 12'659 | 657'664 CHF | 658'201 CHF | 99.67% | 99.67% |
16.12.2024 | 0.09% | 49.05 CHF | 49.07 CHF | 25'000 | 25'000 | 13'449 | 13'449 | 635'396 CHF | 635'886 CHF | 100.00% | 100.00% |
13.12.2024 | 0.10% | 44.69 CHF | 44.71 CHF | 27'000 | 27'000 | 14'316 | 14'316 | 640'654 CHF | 641'185 CHF | 100.00% | 100.00% |
12.12.2024 | 0.10% | 44.91 CHF | 44.93 CHF | 27'000 | 27'000 | 14'467 | 14'467 | 646'545 CHF | 647'078 CHF | 99.91% | 99.91% |