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 | 0.39% | 2.77 CHF | 2.78 CHF | 60'700 | 60'700 | 33'436 | 33'436 | 88'865 CHF | 89'200 CHF | 99.11% | 99.11% |
27.12.2024 | 0.45% | 2.57 CHF | 2.58 CHF | 70'400 | 70'400 | 37'830 | 37'830 | 88'249 CHF | 88'628 CHF | 99.45% | 99.45% |
23.12.2024 | 0.46% | 2.35 CHF | 2.36 CHF | 68'300 | 68'300 | 37'170 | 37'170 | 82'948 CHF | 83'321 CHF | 100.00% | 100.00% |
20.12.2024 | 0.43% | 2.12 CHF | 2.13 CHF | 66'300 | 66'300 | 37'810 | 37'810 | 89'395 CHF | 89'774 CHF | 99.56% | 99.56% |
19.12.2024 | 0.53% | 2.07 CHF | 2.08 CHF | 66'900 | 66'900 | 36'772 | 36'772 | 75'007 CHF | 75'390 CHF | 100.00% | 100.00% |
18.12.2024 | 0.60% | 1.75 CHF | 1.76 CHF | 90'400 | 90'400 | 49'707 | 49'707 | 85'869 CHF | 86'367 CHF | 99.46% | 99.46% |
17.12.2024 | 0.57% | 1.67 CHF | 1.68 CHF | 85'400 | 85'400 | 46'915 | 46'915 | 83'623 CHF | 84'093 CHF | 100.00% | 100.00% |
16.12.2024 | 0.54% | 1.88 CHF | 1.89 CHF | 78'300 | 78'300 | 43'048 | 43'048 | 81'461 CHF | 81'893 CHF | 100.00% | 100.00% |
13.12.2024 | 0.56% | 1.88 CHF | 1.89 CHF | 82'000 | 82'000 | 45'009 | 45'009 | 81'940 CHF | 82'391 CHF | 100.00% | 100.00% |
12.12.2024 | 0.56% | 1.62 CHF | 1.63 CHF | 81'100 | 81'100 | 44'573 | 44'573 | 80'224 CHF | 80'671 CHF | 100.00% | 100.00% |