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 | 0.28% | 3.62 CHF | 3.63 CHF | 28'390 | 28'390 | 28'164 | 28'164 | 101'923 CHF | 102'205 CHF | 99.98% | 99.98% |
27.12.2024 | 0.28% | 3.63 CHF | 3.64 CHF | 28'300 | 28'300 | 28'135 | 28'135 | 101'532 CHF | 101'813 CHF | 100.00% | 100.00% |
23.12.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 28'940 | 28'940 | 28'587 | 28'587 | 99'655 CHF | 99'942 CHF | 100.00% | 100.00% |
20.12.2024 | 0.30% | 3.46 CHF | 3.47 CHF | 28'970 | 28'970 | 29'062 | 29'062 | 98'298 CHF | 98'589 CHF | 100.00% | 100.00% |
19.12.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 28'950 | 28'950 | 28'646 | 28'646 | 99'501 CHF | 99'788 CHF | 93.31% | 93.31% |
18.12.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 28'070 | 28'070 | 27'729 | 27'729 | 102'163 CHF | 102'440 CHF | 100.00% | 100.00% |
17.12.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 27'860 | 27'860 | 27'536 | 27'536 | 102'956 CHF | 103'231 CHF | 100.00% | 100.00% |
16.12.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 27'610 | 27'610 | 27'208 | 27'208 | 102'998 CHF | 103'271 CHF | 98.68% | 98.68% |
13.12.2024 | 0.26% | 3.78 CHF | 3.79 CHF | 27'510 | 27'510 | 27'106 | 27'106 | 103'270 CHF | 103'541 CHF | 100.00% | 100.00% |
12.12.2024 | 0.27% | 3.81 CHF | 3.82 CHF | 27'240 | 27'240 | 27'016 | 27'016 | 102'570 CHF | 102'841 CHF | 100.00% | 100.00% |