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 | 0.29% | 3.47 CHF | 3.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'047'180 CHF | 350'060 CHF | 85.42% | 85.42% |
27.12.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'026'970 CHF | 343'323 CHF | 97.96% | 97.96% |
23.12.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'006'240 CHF | 336'415 CHF | 98.13% | 98.13% |
20.12.2024 | 0.31% | 3.34 CHF | 3.35 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 981'558 CHF | 328'186 CHF | 99.44% | 99.44% |
19.12.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'008'980 CHF | 337'326 CHF | 99.12% | 99.12% |
18.12.2024 | 0.29% | 3.41 CHF | 3.42 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'021'880 CHF | 341'627 CHF | 99.40% | 99.40% |
17.12.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'024'230 CHF | 342'408 CHF | 99.02% | 99.02% |
16.12.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'024'460 CHF | 342'487 CHF | 99.41% | 99.41% |
13.12.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'032'430 CHF | 345'143 CHF | 99.15% | 99.15% |
12.12.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'008'030 CHF | 337'012 CHF | 99.36% | 99.36% |