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 | 0.36% | 2.78 CHF | 2.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 207'374 CHF | 208'124 CHF | 97.64% | 97.64% |
27.12.2024 | 0.36% | 2.77 CHF | 2.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 208'993 CHF | 209'743 CHF | 100.00% | 100.00% |
23.12.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 211'844 CHF | 212'594 CHF | 100.00% | 100.00% |
20.12.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 214'521 CHF | 215'271 CHF | 98.16% | 98.16% |
19.12.2024 | 0.35% | 2.82 CHF | 2.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 212'191 CHF | 212'941 CHF | 99.90% | 99.90% |
18.12.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 211'831 CHF | 212'581 CHF | 96.45% | 96.45% |
17.12.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 208'688 CHF | 209'438 CHF | 100.00% | 100.00% |
16.12.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 209'648 CHF | 210'398 CHF | 100.00% | 100.00% |
13.12.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 206'804 CHF | 207'554 CHF | 100.00% | 100.00% |
12.12.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 207'240 CHF | 207'990 CHF | 100.00% | 100.00% |