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 | 0.38% | 15.53 CHF | 15.59 CHF | 5'100 | 5'100 | 5'098 | 5'098 | 80'139 CHF | 80'445 CHF | 100.00% | 100.00% |
27.12.2024 | 0.37% | 16.84 CHF | 16.90 CHF | 5'300 | 5'300 | 5'264 | 5'264 | 89'066 CHF | 89'383 CHF | 100.00% | 100.00% |
23.12.2024 | 0.37% | 16.03 CHF | 16.09 CHF | 5'500 | 5'500 | 5'500 | 5'500 | 88'241 CHF | 88'571 CHF | 99.64% | 99.64% |
20.12.2024 | 0.43% | 15.72 CHF | 15.78 CHF | 5'600 | 5'600 | 5'640 | 5'640 | 79'058 CHF | 79'397 CHF | 100.00% | 100.00% |
19.12.2024 | 0.52% | 15.08 CHF | 15.17 CHF | 3'400 | 3'400 | 3'400 | 3'400 | 59'562 CHF | 59'868 CHF | 99.85% | 99.85% |
18.12.2024 | 0.35% | 26.62 CHF | 26.72 CHF | 3'200 | 3'200 | 3'160 | 3'160 | 90'398 CHF | 90'714 CHF | 99.14% | 99.14% |
17.12.2024 | 0.35% | 28.21 CHF | 28.31 CHF | 3'200 | 3'200 | 3'196 | 3'196 | 90'916 CHF | 91'236 CHF | 100.00% | 100.00% |
16.12.2024 | 0.36% | 28.00 CHF | 28.10 CHF | 3'300 | 3'300 | 3'300 | 3'300 | 91'765 CHF | 92'095 CHF | 99.91% | 99.91% |
13.12.2024 | 0.35% | 26.86 CHF | 26.96 CHF | 3'200 | 3'200 | 3'200 | 3'200 | 90'577 CHF | 90'897 CHF | 100.00% | 100.00% |
12.12.2024 | 0.34% | 28.22 CHF | 28.32 CHF | 3'200 | 3'200 | 3'162 | 3'162 | 91'795 CHF | 92'112 CHF | 99.95% | 99.95% |