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 | 0.35% | 2.89 CHF | 2.90 CHF | 90'000 | 90'000 | 89'967 | 89'967 | 259'655 CHF | 260'555 CHF | 100.00% | 100.00% |
27.12.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 258'806 CHF | 259'706 CHF | 100.00% | 100.00% |
23.12.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 95'000 | 95'000 | 93'786 | 93'786 | 258'203 CHF | 259'141 CHF | 100.00% | 100.00% |
20.12.2024 | 0.38% | 2.73 CHF | 2.74 CHF | 95'000 | 95'000 | 95'000 | 95'000 | 251'913 CHF | 252'863 CHF | 100.00% | 100.00% |
19.12.2024 | 0.36% | 2.73 CHF | 2.74 CHF | 95'000 | 95'000 | 94'307 | 94'307 | 258'297 CHF | 259'241 CHF | 100.00% | 100.00% |
18.12.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 90'000 | 90'000 | 89'930 | 89'930 | 265'441 CHF | 266'341 CHF | 100.00% | 100.00% |
17.12.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 270'609 CHF | 271'509 CHF | 100.00% | 100.00% |
16.12.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 90'000 | 90'000 | 88'818 | 88'818 | 271'377 CHF | 272'266 CHF | 100.00% | 100.00% |
13.12.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 90'000 | 90'000 | 85'912 | 85'912 | 264'490 CHF | 265'350 CHF | 100.00% | 100.00% |
12.12.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 85'000 | 85'000 | 88'318 | 88'318 | 270'721 CHF | 271'606 CHF | 100.00% | 100.00% |