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% | 2.97 CHF | 2.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 222'187 CHF | 222'937 CHF | 97.66% | 97.66% |
27.12.2024 | 0.33% | 2.97 CHF | 2.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 223'890 CHF | 224'640 CHF | 100.00% | 100.00% |
23.12.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 226'689 CHF | 227'439 CHF | 100.00% | 100.00% |
20.12.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 229'375 CHF | 230'125 CHF | 98.17% | 98.17% |
19.12.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 227'088 CHF | 227'838 CHF | 99.90% | 99.90% |
18.12.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 226'695 CHF | 227'445 CHF | 95.81% | 95.81% |
17.12.2024 | 0.33% | 2.95 CHF | 2.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 223'555 CHF | 224'305 CHF | 100.00% | 100.00% |
16.12.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 224'516 CHF | 225'266 CHF | 100.00% | 100.00% |
13.12.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 221'670 CHF | 222'420 CHF | 100.00% | 100.00% |
12.12.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 222'152 CHF | 222'902 CHF | 100.00% | 100.00% |