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 | 0.62% | 3.25 CHF | 3.27 CHF | 28'390 | 28'390 | 28'164 | 28'164 | 91'477 CHF | 92'041 CHF | 99.99% | 99.99% |
27.12.2024 | 0.62% | 3.26 CHF | 3.28 CHF | 28'290 | 28'290 | 28'136 | 28'136 | 91'100 CHF | 91'664 CHF | 100.00% | 100.00% |
23.12.2024 | 0.65% | 3.12 CHF | 3.14 CHF | 28'940 | 28'940 | 28'589 | 28'589 | 89'073 CHF | 89'645 CHF | 100.00% | 100.00% |
20.12.2024 | 0.67% | 3.09 CHF | 3.11 CHF | 28'970 | 28'970 | 29'061 | 29'061 | 87'541 CHF | 88'123 CHF | 100.00% | 100.00% |
19.12.2024 | 0.65% | 3.09 CHF | 3.11 CHF | 28'970 | 28'970 | 28'646 | 28'646 | 88'863 CHF | 89'437 CHF | 93.31% | 93.31% |
18.12.2024 | 0.61% | 3.29 CHF | 3.31 CHF | 28'070 | 28'070 | 27'729 | 27'729 | 91'902 CHF | 92'458 CHF | 100.00% | 100.00% |
17.12.2024 | 0.60% | 3.35 CHF | 3.37 CHF | 27'860 | 27'860 | 27'536 | 27'536 | 92'767 CHF | 93'318 CHF | 100.00% | 100.00% |
16.12.2024 | 0.59% | 3.39 CHF | 3.41 CHF | 27'610 | 27'610 | 27'209 | 27'209 | 92'935 CHF | 93'480 CHF | 98.69% | 98.69% |
13.12.2024 | 0.59% | 3.41 CHF | 3.43 CHF | 27'510 | 27'510 | 27'105 | 27'105 | 93'238 CHF | 93'780 CHF | 100.00% | 100.00% |
12.12.2024 | 0.59% | 3.44 CHF | 3.46 CHF | 27'240 | 27'240 | 27'016 | 27'016 | 92'574 CHF | 93'115 CHF | 100.00% | 100.00% |