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 | 0.30% | 3.38 CHF | 3.39 CHF | 90'000 | 90'000 | 89'966 | 89'966 | 303'748 CHF | 304'648 CHF | 100.00% | 100.00% |
27.12.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 303'060 CHF | 303'960 CHF | 100.00% | 100.00% |
23.12.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 95'000 | 95'000 | 93'786 | 93'786 | 304'058 CHF | 304'996 CHF | 100.00% | 100.00% |
20.12.2024 | 0.32% | 3.22 CHF | 3.23 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 298'279 CHF | 299'229 CHF | 100.00% | 100.00% |
19.12.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 95'000 | 95'000 | 94'309 | 94'309 | 304'411 CHF | 305'354 CHF | 100.00% | 100.00% |
18.12.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 90'000 | 90'000 | 89'926 | 89'926 | 309'513 CHF | 310'413 CHF | 100.00% | 100.00% |
17.12.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 314'809 CHF | 315'709 CHF | 100.00% | 100.00% |
16.12.2024 | 0.28% | 3.52 CHF | 3.53 CHF | 90'000 | 90'000 | 88'819 | 88'819 | 314'828 CHF | 315'717 CHF | 100.00% | 100.00% |
13.12.2024 | 0.28% | 3.54 CHF | 3.55 CHF | 90'000 | 90'000 | 85'914 | 85'914 | 306'690 CHF | 307'550 CHF | 100.00% | 100.00% |
12.12.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 85'000 | 85'000 | 88'315 | 88'315 | 314'114 CHF | 314'998 CHF | 100.00% | 100.00% |