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 | 0.30% | 3.37 CHF | 3.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 251'798 CHF | 252'548 CHF | 97.64% | 97.64% |
27.12.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 253'489 CHF | 254'239 CHF | 100.00% | 100.00% |
23.12.2024 | 0.29% | 3.41 CHF | 3.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 256'275 CHF | 257'025 CHF | 100.00% | 100.00% |
20.12.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 258'958 CHF | 259'708 CHF | 98.17% | 98.17% |
19.12.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 256'641 CHF | 257'391 CHF | 99.90% | 99.90% |
18.12.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 256'347 CHF | 257'097 CHF | 95.03% | 95.03% |
17.12.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 253'140 CHF | 253'890 CHF | 100.00% | 100.00% |
16.12.2024 | 0.29% | 3.39 CHF | 3.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 254'095 CHF | 254'845 CHF | 100.00% | 100.00% |
13.12.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 251'336 CHF | 252'086 CHF | 100.00% | 100.00% |
12.12.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 251'758 CHF | 252'508 CHF | 100.00% | 100.00% |