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 | 0.34% | 3.02 CHF | 3.03 CHF | 28'390 | 28'390 | 28'165 | 28'165 | 84'770 CHF | 85'052 CHF | 99.99% | 99.99% |
27.12.2024 | 0.34% | 3.02 CHF | 3.03 CHF | 28'300 | 28'300 | 28'136 | 28'136 | 84'398 CHF | 84'680 CHF | 100.00% | 100.00% |
23.12.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 28'940 | 28'940 | 28'588 | 28'588 | 82'254 CHF | 82'541 CHF | 100.00% | 100.00% |
20.12.2024 | 0.36% | 2.85 CHF | 2.86 CHF | 28'970 | 28'970 | 29'064 | 29'064 | 80'623 CHF | 80'914 CHF | 100.00% | 100.00% |
19.12.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 28'960 | 28'960 | 28'647 | 28'647 | 82'091 CHF | 82'378 CHF | 93.31% | 93.31% |
18.12.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 28'080 | 28'080 | 27'730 | 27'730 | 85'303 CHF | 85'581 CHF | 100.00% | 100.00% |
17.12.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 27'860 | 27'860 | 27'539 | 27'539 | 86'235 CHF | 86'511 CHF | 100.00% | 100.00% |
16.12.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 27'620 | 27'620 | 27'206 | 27'206 | 86'455 CHF | 86'727 CHF | 98.70% | 98.70% |
13.12.2024 | 0.31% | 3.18 CHF | 3.19 CHF | 27'490 | 27'490 | 27'109 | 27'109 | 86'848 CHF | 87'119 CHF | 100.00% | 100.00% |
12.12.2024 | 0.32% | 3.20 CHF | 3.21 CHF | 27'170 | 27'170 | 27'015 | 27'015 | 86'162 CHF | 86'432 CHF | 100.00% | 100.00% |