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 | 0.27% | 3.66 CHF | 3.67 CHF | 130'000 | 130'000 | 71'529 | 71'529 | 264'257 CHF | 264'973 CHF | 99.13% | 99.13% |
27.12.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 130'000 | 130'000 | 69'944 | 69'944 | 266'690 CHF | 267'391 CHF | 99.46% | 99.46% |
23.12.2024 | 0.26% | 3.81 CHF | 3.82 CHF | 130'000 | 130'000 | 70'709 | 70'709 | 271'962 CHF | 272'671 CHF | 100.00% | 100.00% |
20.12.2024 | 0.27% | 3.88 CHF | 3.89 CHF | 125'000 | 125'000 | 71'364 | 71'364 | 269'160 CHF | 269'875 CHF | 99.56% | 99.56% |
19.12.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 125'000 | 125'000 | 68'735 | 68'735 | 270'190 CHF | 270'879 CHF | 100.00% | 100.00% |
18.12.2024 | 0.25% | 4.10 CHF | 4.11 CHF | 125'000 | 125'000 | 68'793 | 68'793 | 283'638 CHF | 284'327 CHF | 99.45% | 99.45% |
17.12.2024 | 0.25% | 4.16 CHF | 4.17 CHF | 125'000 | 125'000 | 68'756 | 68'756 | 282'383 CHF | 283'072 CHF | 100.00% | 100.00% |
16.12.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 125'000 | 125'000 | 68'701 | 68'701 | 276'979 CHF | 277'668 CHF | 100.00% | 100.00% |
13.12.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 125'000 | 125'000 | 68'638 | 68'638 | 279'786 CHF | 280'475 CHF | 100.00% | 100.00% |
12.12.2024 | 0.25% | 4.16 CHF | 4.17 CHF | 125'000 | 125'000 | 68'702 | 68'702 | 278'624 CHF | 279'313 CHF | 100.00% | 100.00% |