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 | 0.68% | 1.49 CHF | 1.50 CHF | 64'590 | 64'590 | 63'872 | 63'872 | 94'389 CHF | 95'029 CHF | 99.85% | 99.85% |
27.12.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 64'400 | 64'400 | 63'961 | 63'961 | 95'572 CHF | 96'213 CHF | 100.00% | 100.00% |
23.12.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 64'740 | 64'740 | 63'981 | 63'981 | 97'500 CHF | 98'140 CHF | 100.00% | 100.00% |
20.12.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 64'600 | 64'600 | 64'231 | 64'231 | 99'644 CHF | 100'287 CHF | 100.00% | 100.00% |
19.12.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 64'400 | 64'400 | 64'009 | 64'009 | 97'802 CHF | 98'443 CHF | 100.00% | 100.00% |
18.12.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 64'750 | 64'750 | 64'293 | 64'293 | 98'054 CHF | 98'698 CHF | 100.00% | 100.00% |
17.12.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 64'050 | 64'050 | 63'926 | 63'926 | 95'507 CHF | 96'147 CHF | 100.00% | 100.00% |
16.12.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 64'510 | 64'510 | 63'808 | 63'808 | 95'924 CHF | 96'563 CHF | 98.50% | 98.50% |
13.12.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 63'960 | 63'960 | 63'356 | 63'356 | 93'472 CHF | 94'106 CHF | 100.00% | 100.00% |
12.12.2024 | 0.68% | 1.48 CHF | 1.49 CHF | 63'720 | 63'720 | 63'071 | 63'071 | 93'308 CHF | 93'939 CHF | 100.00% | 100.00% |