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 | 28'390 | 28'390 | 28'159 | 28'159 | 95'018 CHF | 95'300 CHF | 99.98% | 99.98% |
27.12.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 28'290 | 28'290 | 28'135 | 28'135 | 94'686 CHF | 94'967 CHF | 100.00% | 100.00% |
23.12.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 28'930 | 28'930 | 28'590 | 28'590 | 92'691 CHF | 92'977 CHF | 100.00% | 100.00% |
20.12.2024 | 0.32% | 3.22 CHF | 3.23 CHF | 28'950 | 28'950 | 29'063 | 29'063 | 91'238 CHF | 91'529 CHF | 100.00% | 100.00% |
19.12.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 28'980 | 28'980 | 28'649 | 28'649 | 92'513 CHF | 92'800 CHF | 93.31% | 93.31% |
18.12.2024 | 0.29% | 3.41 CHF | 3.42 CHF | 28'040 | 28'040 | 27'725 | 27'725 | 95'374 CHF | 95'651 CHF | 100.00% | 100.00% |
17.12.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 27'860 | 27'860 | 27'542 | 27'542 | 96'268 CHF | 96'544 CHF | 100.00% | 100.00% |
16.12.2024 | 0.28% | 3.52 CHF | 3.53 CHF | 27'610 | 27'610 | 27'209 | 27'209 | 96'396 CHF | 96'668 CHF | 98.67% | 98.67% |
13.12.2024 | 0.28% | 3.54 CHF | 3.55 CHF | 27'490 | 27'490 | 27'110 | 27'110 | 96'713 CHF | 96'984 CHF | 100.00% | 100.00% |
12.12.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 27'220 | 27'220 | 27'023 | 27'023 | 96'032 CHF | 96'303 CHF | 100.00% | 100.00% |