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 | 0.29% | 3.13 CHF | 3.14 CHF | 75'000 | 75'000 | 74'972 | 74'972 | 261'199 CHF | 261'949 CHF | 99.52% | 99.52% |
27.12.2024 | 0.27% | 3.64 CHF | 3.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 280'635 CHF | 281'385 CHF | 100.00% | 100.00% |
23.12.2024 | 0.26% | 3.72 CHF | 3.73 CHF | 75'000 | 75'000 | 74'990 | 74'992 | 285'459 CHF | 286'214 CHF | 100.00% | 100.00% |
20.12.2024 | 0.31% | 3.69 CHF | 3.70 CHF | 75'000 | 75'000 | 75'000 | 74'983 | 245'262 CHF | 245'958 CHF | 100.00% | 100.00% |
19.12.2024 | 0.28% | 3.11 CHF | 3.12 CHF | 75'000 | 75'000 | 74'940 | 74'995 | 267'037 CHF | 267'998 CHF | 100.00% | 100.00% |
18.12.2024 | 0.22% | 4.33 CHF | 4.34 CHF | 75'000 | 75'000 | 74'939 | 74'962 | 334'265 CHF | 335'121 CHF | 100.00% | 100.00% |
17.12.2024 | 0.23% | 4.49 CHF | 4.50 CHF | 75'000 | 75'000 | 74'979 | 74'999 | 332'238 CHF | 333'077 CHF | 100.00% | 100.00% |
16.12.2024 | 0.21% | 4.70 CHF | 4.71 CHF | 75'000 | 75'000 | 74'937 | 74'943 | 353'897 CHF | 354'672 CHF | 100.00% | 100.00% |
13.12.2024 | 0.21% | 4.64 CHF | 4.65 CHF | 75'000 | 75'000 | 74'926 | 74'926 | 358'775 CHF | 359'525 CHF | 100.00% | 100.00% |
12.12.2024 | 0.18% | 5.08 CHF | 5.09 CHF | 75'000 | 75'000 | 74'931 | 74'931 | 428'442 CHF | 429'192 CHF | 100.00% | 100.00% |