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 | 0.26% | 3.84 CHF | 3.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 287'323 CHF | 288'073 CHF | 97.65% | 97.65% |
27.12.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 289'063 CHF | 289'813 CHF | 100.00% | 100.00% |
23.12.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 291'878 CHF | 292'628 CHF | 100.00% | 100.00% |
20.12.2024 | 0.25% | 3.91 CHF | 3.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 294'508 CHF | 295'258 CHF | 98.17% | 98.17% |
19.12.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 292'225 CHF | 292'975 CHF | 99.90% | 99.90% |
18.12.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 291'905 CHF | 292'655 CHF | 95.81% | 95.81% |
17.12.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 288'758 CHF | 289'508 CHF | 100.00% | 100.00% |
16.12.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 289'725 CHF | 290'475 CHF | 100.00% | 100.00% |
13.12.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 286'896 CHF | 287'646 CHF | 100.00% | 100.00% |
12.12.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 287'402 CHF | 288'152 CHF | 100.00% | 100.00% |