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 | 0.36% | 2.78 CHF | 2.79 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 822'732 CHF | 275'244 CHF | 97.97% | 97.97% |
23.12.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 803'510 CHF | 268'837 CHF | 98.13% | 98.13% |
20.12.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 779'518 CHF | 260'839 CHF | 99.44% | 99.44% |
19.12.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 806'326 CHF | 269'775 CHF | 99.12% | 99.12% |
18.12.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 818'390 CHF | 273'797 CHF | 99.40% | 99.40% |
17.12.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 820'094 CHF | 274'365 CHF | 99.02% | 99.02% |
16.12.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 821'102 CHF | 274'701 CHF | 99.41% | 99.41% |
13.12.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 829'026 CHF | 277'342 CHF | 99.15% | 99.15% |
12.12.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 805'888 CHF | 269'629 CHF | 99.36% | 99.36% |
11.12.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 809'472 CHF | 270'824 CHF | 99.11% | 99.11% |