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 | 0.23% | 21.48 CHF | 21.53 CHF | 7'000 | 7'000 | 6'997 | 6'997 | 151'180 CHF | 151'530 CHF | 100.00% | 100.00% |
27.12.2024 | 0.23% | 22.34 CHF | 22.39 CHF | 7'100 | 7'100 | 7'052 | 7'052 | 157'884 CHF | 158'238 CHF | 100.00% | 100.00% |
23.12.2024 | 0.23% | 21.79 CHF | 21.84 CHF | 7'300 | 7'300 | 7'300 | 7'300 | 159'107 CHF | 159'472 CHF | 99.71% | 99.71% |
20.12.2024 | 0.21% | 21.57 CHF | 21.62 CHF | 7'300 | 7'300 | 7'348 | 7'348 | 149'848 CHF | 150'157 CHF | 100.00% | 100.00% |
19.12.2024 | 0.22% | 21.15 CHF | 21.20 CHF | 6'100 | 6'100 | 6'100 | 6'100 | 136'513 CHF | 136'818 CHF | 99.85% | 99.85% |
18.12.2024 | 0.36% | 26.95 CHF | 27.05 CHF | 5'900 | 5'900 | 5'800 | 5'800 | 161'870 CHF | 162'450 CHF | 99.14% | 99.14% |
17.12.2024 | 0.36% | 27.70 CHF | 27.80 CHF | 5'900 | 5'900 | 5'894 | 5'894 | 164'020 CHF | 164'609 CHF | 100.00% | 100.00% |
16.12.2024 | 0.36% | 27.60 CHF | 27.70 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 165'048 CHF | 165'648 CHF | 99.91% | 99.91% |
13.12.2024 | 0.36% | 27.05 CHF | 27.15 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 166'482 CHF | 167'082 CHF | 100.00% | 100.00% |
12.12.2024 | 0.36% | 27.70 CHF | 27.80 CHF | 5'900 | 5'900 | 5'837 | 5'837 | 164'010 CHF | 164'594 CHF | 100.00% | 100.00% |