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 | 0.25% | 4.03 CHF | 4.04 CHF | 770'000 | 770'000 | 769'868 | 769'868 | 3'088'030 CHF | 3'095'730 CHF | 96.54% | 96.54% |
23.12.2024 | 0.25% | 3.93 CHF | 3.94 CHF | 720'000 | 720'000 | 720'000 | 720'000 | 2'857'450 CHF | 2'864'650 CHF | 100.00% | 100.00% |
20.12.2024 | 0.40% | 4.08 CHF | 4.09 CHF | 720'000 | 720'000 | 632'282 | 632'282 | 2'465'200 CHF | 2'471'920 CHF | 99.12% | 99.12% |
19.12.2024 | 0.23% | 4.19 CHF | 4.20 CHF | 690'000 | 690'000 | 647'911 | 647'911 | 2'765'890 CHF | 2'772'370 CHF | 98.76% | 98.76% |
18.12.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 690'000 | 690'000 | 690'000 | 690'000 | 3'191'720 CHF | 3'198'620 CHF | 100.00% | 100.00% |
17.12.2024 | 0.21% | 4.59 CHF | 4.60 CHF | 680'000 | 680'000 | 680'000 | 680'000 | 3'173'510 CHF | 3'180'310 CHF | 99.37% | 99.37% |
16.12.2024 | 0.21% | 4.69 CHF | 4.70 CHF | 680'000 | 680'000 | 679'999 | 679'999 | 3'206'990 CHF | 3'213'790 CHF | 99.42% | 99.42% |
13.12.2024 | 0.20% | 4.77 CHF | 4.78 CHF | 670'000 | 670'000 | 670'000 | 670'000 | 3'274'550 CHF | 3'281'250 CHF | 100.00% | 100.00% |
12.12.2024 | 0.21% | 4.80 CHF | 4.81 CHF | 670'000 | 670'000 | 668'659 | 668'659 | 3'204'930 CHF | 3'211'620 CHF | 98.68% | 98.68% |
11.12.2024 | 0.22% | 4.77 CHF | 4.78 CHF | 680'000 | 680'000 | 673'861 | 673'861 | 3'163'700 CHF | 3'170'460 CHF | 99.55% | 99.55% |