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 | 0.32% | 3.14 CHF | 3.15 CHF | 90'000 | 90'000 | 89'957 | 89'957 | 281'926 CHF | 282'826 CHF | 100.00% | 100.00% |
27.12.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 281'310 CHF | 282'210 CHF | 100.00% | 100.00% |
23.12.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 95'000 | 95'000 | 93'787 | 93'787 | 281'553 CHF | 282'491 CHF | 100.00% | 100.00% |
20.12.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 275'254 CHF | 276'204 CHF | 100.00% | 100.00% |
19.12.2024 | 0.33% | 2.97 CHF | 2.98 CHF | 95'000 | 95'000 | 94'308 | 94'308 | 281'605 CHF | 282'548 CHF | 100.00% | 100.00% |
18.12.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 90'000 | 90'000 | 89'930 | 89'930 | 287'787 CHF | 288'687 CHF | 100.00% | 100.00% |
17.12.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 293'208 CHF | 294'108 CHF | 100.00% | 100.00% |
16.12.2024 | 0.30% | 3.28 CHF | 3.29 CHF | 90'000 | 90'000 | 88'817 | 88'817 | 293'504 CHF | 294'393 CHF | 100.00% | 100.00% |
13.12.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 90'000 | 90'000 | 85'911 | 85'911 | 285'916 CHF | 286'776 CHF | 100.00% | 100.00% |
12.12.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 85'000 | 85'000 | 88'319 | 88'319 | 292'769 CHF | 293'654 CHF | 100.00% | 100.00% |