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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.12.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 955'810 CHF | 319'603 CHF | 97.97% | 97.97% |
23.12.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 935'691 CHF | 312'897 CHF | 98.13% | 98.13% |
20.12.2024 | 0.33% | 3.10 CHF | 3.11 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 911'178 CHF | 304'726 CHF | 99.44% | 99.44% |
19.12.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 938'375 CHF | 313'792 CHF | 99.12% | 99.12% |
18.12.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 951'006 CHF | 318'002 CHF | 99.40% | 99.40% |
17.12.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 953'172 CHF | 318'724 CHF | 99.02% | 99.02% |
16.12.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 953'570 CHF | 318'857 CHF | 99.41% | 99.41% |
13.12.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 961'585 CHF | 321'528 CHF | 99.15% | 99.15% |
12.12.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 937'638 CHF | 313'546 CHF | 99.36% | 99.36% |
11.12.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 940'773 CHF | 314'591 CHF | 99.10% | 99.10% |