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 | 28'390 | 28'390 | 28'161 | 28'161 | 88'160 CHF | 88'442 CHF | 99.98% | 99.98% |
27.12.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 28'310 | 28'310 | 28'134 | 28'134 | 87'812 CHF | 88'094 CHF | 100.00% | 100.00% |
23.12.2024 | 0.34% | 3.01 CHF | 3.02 CHF | 28'910 | 28'910 | 28'590 | 28'590 | 85'706 CHF | 85'992 CHF | 100.00% | 100.00% |
20.12.2024 | 0.35% | 2.97 CHF | 2.98 CHF | 28'970 | 28'970 | 29'061 | 29'061 | 84'132 CHF | 84'423 CHF | 100.00% | 100.00% |
19.12.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 28'960 | 28'960 | 28'646 | 28'646 | 85'547 CHF | 85'834 CHF | 93.31% | 93.31% |
18.12.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 28'090 | 28'090 | 27'732 | 27'732 | 88'654 CHF | 88'932 CHF | 100.00% | 100.00% |
17.12.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 27'860 | 27'860 | 27'538 | 27'538 | 89'566 CHF | 89'841 CHF | 100.00% | 100.00% |
16.12.2024 | 0.31% | 3.28 CHF | 3.29 CHF | 27'610 | 27'610 | 27'209 | 27'209 | 89'785 CHF | 90'058 CHF | 98.69% | 98.69% |
13.12.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 27'490 | 27'490 | 27'109 | 27'109 | 90'101 CHF | 90'372 CHF | 100.00% | 100.00% |
12.12.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 27'180 | 27'180 | 27'017 | 27'017 | 89'439 CHF | 89'709 CHF | 100.00% | 100.00% |