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 | 28'390 | 28'390 | 28'165 | 28'165 | 81'366 CHF | 81'648 CHF | 99.99% | 99.99% |
27.12.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 28'300 | 28'300 | 28'135 | 28'135 | 80'998 CHF | 81'279 CHF | 100.00% | 100.00% |
23.12.2024 | 0.37% | 2.76 CHF | 2.77 CHF | 28'940 | 28'940 | 28'589 | 28'589 | 78'828 CHF | 79'114 CHF | 100.00% | 100.00% |
20.12.2024 | 0.38% | 2.73 CHF | 2.74 CHF | 28'970 | 28'970 | 29'064 | 29'064 | 77'136 CHF | 77'427 CHF | 100.00% | 100.00% |
19.12.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 28'960 | 28'960 | 28'649 | 28'649 | 78'625 CHF | 78'912 CHF | 93.31% | 93.31% |
18.12.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 28'070 | 28'070 | 27'732 | 27'732 | 81'950 CHF | 82'227 CHF | 100.00% | 100.00% |
17.12.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 27'860 | 27'860 | 27'541 | 27'541 | 82'935 CHF | 83'211 CHF | 100.00% | 100.00% |
16.12.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 27'620 | 27'620 | 27'208 | 27'208 | 83'183 CHF | 83'456 CHF | 98.70% | 98.70% |
13.12.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 27'520 | 27'520 | 27'108 | 27'108 | 83'557 CHF | 83'828 CHF | 100.00% | 100.00% |
12.12.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 27'170 | 27'170 | 27'017 | 27'017 | 82'915 CHF | 83'186 CHF | 100.00% | 100.00% |