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 | 0.21% | 4.81 CHF | 4.82 CHF | 32'290 | 32'290 | 31'934 | 31'934 | 153'095 CHF | 153'415 CHF | 100.00% | 100.00% |
27.12.2024 | 0.21% | 4.81 CHF | 4.82 CHF | 32'200 | 32'200 | 31'972 | 31'972 | 154'426 CHF | 154'746 CHF | 100.00% | 100.00% |
23.12.2024 | 0.21% | 4.88 CHF | 4.89 CHF | 32'370 | 32'370 | 31'980 | 31'980 | 156'352 CHF | 156'672 CHF | 100.00% | 100.00% |
20.12.2024 | 0.20% | 4.92 CHF | 4.93 CHF | 32'320 | 32'320 | 32'109 | 32'109 | 158'738 CHF | 159'059 CHF | 100.00% | 100.00% |
19.12.2024 | 0.21% | 4.89 CHF | 4.90 CHF | 32'200 | 32'200 | 32'013 | 32'013 | 156'805 CHF | 157'126 CHF | 100.00% | 100.00% |
18.12.2024 | 0.21% | 4.90 CHF | 4.91 CHF | 32'420 | 32'420 | 32'144 | 32'144 | 157'309 CHF | 157'631 CHF | 100.00% | 100.00% |
17.12.2024 | 0.21% | 4.78 CHF | 4.79 CHF | 32'030 | 32'030 | 31'958 | 31'958 | 154'317 CHF | 154'637 CHF | 100.00% | 100.00% |
16.12.2024 | 0.21% | 4.85 CHF | 4.86 CHF | 32'250 | 32'250 | 31'910 | 31'910 | 154'717 CHF | 155'037 CHF | 98.72% | 98.72% |
13.12.2024 | 0.21% | 4.79 CHF | 4.80 CHF | 31'980 | 31'980 | 31'680 | 31'680 | 151'879 CHF | 152'196 CHF | 100.00% | 100.00% |
12.12.2024 | 0.21% | 4.80 CHF | 4.81 CHF | 31'830 | 31'830 | 31'529 | 31'529 | 151'446 CHF | 151'762 CHF | 100.00% | 100.00% |