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 | 0.26% | 3.92 CHF | 3.93 CHF | 32'290 | 32'290 | 31'935 | 31'935 | 124'684 CHF | 125'004 CHF | 100.00% | 100.00% |
27.12.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 32'200 | 32'200 | 31'972 | 31'972 | 125'974 CHF | 126'294 CHF | 100.00% | 100.00% |
23.12.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 32'370 | 32'370 | 31'983 | 31'983 | 127'884 CHF | 128'205 CHF | 100.00% | 100.00% |
20.12.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 32'310 | 32'310 | 32'109 | 32'109 | 130'139 CHF | 130'460 CHF | 100.00% | 100.00% |
19.12.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 32'210 | 32'210 | 32'014 | 32'014 | 128'272 CHF | 128'593 CHF | 100.00% | 100.00% |
18.12.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 32'430 | 32'430 | 32'142 | 32'142 | 128'643 CHF | 128'965 CHF | 100.00% | 100.00% |
17.12.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 32'030 | 32'030 | 31'960 | 31'960 | 125'862 CHF | 126'182 CHF | 100.00% | 100.00% |
16.12.2024 | 0.26% | 3.96 CHF | 3.97 CHF | 32'250 | 32'250 | 31'913 | 31'913 | 126'288 CHF | 126'608 CHF | 98.72% | 98.72% |
13.12.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 31'980 | 31'980 | 31'680 | 31'680 | 123'629 CHF | 123'946 CHF | 100.00% | 100.00% |
12.12.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 31'800 | 31'800 | 31'534 | 31'534 | 123'367 CHF | 123'682 CHF | 100.00% | 100.00% |