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 | 0.81% | 1.25 CHF | 1.26 CHF | 64'590 | 64'590 | 63'871 | 63'871 | 79'113 CHF | 79'752 CHF | 99.88% | 99.88% |
27.12.2024 | 0.80% | 1.24 CHF | 1.25 CHF | 64'400 | 64'400 | 63'958 | 63'958 | 80'233 CHF | 80'873 CHF | 100.00% | 100.00% |
23.12.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 64'740 | 64'740 | 63'971 | 63'971 | 82'182 CHF | 82'822 CHF | 100.00% | 100.00% |
20.12.2024 | 0.77% | 1.30 CHF | 1.31 CHF | 64'600 | 64'600 | 64'234 | 64'234 | 84'248 CHF | 84'891 CHF | 100.00% | 100.00% |
19.12.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 64'400 | 64'400 | 64'031 | 64'031 | 82'528 CHF | 83'169 CHF | 100.00% | 100.00% |
18.12.2024 | 0.78% | 1.29 CHF | 1.30 CHF | 64'740 | 64'740 | 64'286 | 64'286 | 82'704 CHF | 83'348 CHF | 100.00% | 100.00% |
17.12.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 64'050 | 64'050 | 63'926 | 63'926 | 80'173 CHF | 80'812 CHF | 100.00% | 100.00% |
16.12.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 64'510 | 64'510 | 63'815 | 63'815 | 80'691 CHF | 81'330 CHF | 98.54% | 98.54% |
13.12.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 63'960 | 63'960 | 63'356 | 63'356 | 78'282 CHF | 78'916 CHF | 100.00% | 100.00% |
12.12.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 63'730 | 63'730 | 63'077 | 63'077 | 78'226 CHF | 78'858 CHF | 100.00% | 100.00% |