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 | 90'000 | 90'000 | 89'967 | 89'967 | 325'510 CHF | 326'410 CHF | 100.00% | 100.00% |
27.12.2024 | 0.28% | 3.63 CHF | 3.64 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 324'811 CHF | 325'711 CHF | 100.00% | 100.00% |
23.12.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 95'000 | 95'000 | 93'785 | 93'785 | 326'770 CHF | 327'707 CHF | 100.00% | 100.00% |
20.12.2024 | 0.30% | 3.46 CHF | 3.47 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 321'281 CHF | 322'231 CHF | 100.00% | 100.00% |
19.12.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 95'000 | 95'000 | 94'307 | 94'307 | 327'233 CHF | 328'176 CHF | 100.00% | 100.00% |
18.12.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 90'000 | 90'000 | 89'926 | 89'926 | 331'335 CHF | 332'235 CHF | 100.00% | 100.00% |
17.12.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 336'601 CHF | 337'501 CHF | 100.00% | 100.00% |
16.12.2024 | 0.26% | 3.76 CHF | 3.77 CHF | 90'000 | 90'000 | 88'820 | 88'820 | 336'251 CHF | 337'140 CHF | 100.00% | 100.00% |
13.12.2024 | 0.26% | 3.78 CHF | 3.79 CHF | 90'000 | 90'000 | 85'916 | 85'916 | 327'521 CHF | 328'381 CHF | 100.00% | 100.00% |
12.12.2024 | 0.26% | 3.81 CHF | 3.82 CHF | 85'000 | 85'000 | 88'313 | 88'313 | 335'449 CHF | 336'333 CHF | 100.00% | 100.00% |