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 | 0.29% | 3.50 CHF | 3.51 CHF | 28'390 | 28'390 | 28'163 | 28'163 | 98'488 CHF | 98'770 CHF | 99.98% | 99.98% |
27.12.2024 | 0.29% | 3.51 CHF | 3.52 CHF | 28'290 | 28'290 | 28'137 | 28'137 | 98'114 CHF | 98'396 CHF | 100.00% | 100.00% |
23.12.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 28'940 | 28'940 | 28'590 | 28'590 | 96'185 CHF | 96'471 CHF | 100.00% | 100.00% |
20.12.2024 | 0.31% | 3.34 CHF | 3.35 CHF | 28'950 | 28'950 | 29'063 | 29'063 | 94'761 CHF | 95'052 CHF | 100.00% | 100.00% |
19.12.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 28'970 | 28'970 | 28'648 | 28'648 | 96'004 CHF | 96'291 CHF | 93.31% | 93.31% |
18.12.2024 | 0.28% | 3.54 CHF | 3.55 CHF | 28'060 | 28'060 | 27'726 | 27'726 | 98'752 CHF | 99'030 CHF | 100.00% | 100.00% |
17.12.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 27'860 | 27'860 | 27'536 | 27'536 | 99'603 CHF | 99'878 CHF | 100.00% | 100.00% |
16.12.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 27'610 | 27'610 | 27'210 | 27'210 | 99'713 CHF | 99'985 CHF | 98.69% | 98.69% |
13.12.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 27'500 | 27'500 | 27'106 | 27'106 | 99'973 CHF | 100'245 CHF | 100.00% | 100.00% |
12.12.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 27'230 | 27'230 | 27'022 | 27'022 | 99'331 CHF | 99'602 CHF | 100.00% | 100.00% |