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 | 0.24% | 4.39 CHF | 4.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 314'563 CHF | 315'313 CHF | 96.73% | 96.73% |
27.12.2024 | 0.25% | 4.12 CHF | 4.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 304'035 CHF | 304'785 CHF | 98.38% | 98.38% |
23.12.2024 | 0.25% | 4.07 CHF | 4.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 300'299 CHF | 301'049 CHF | 98.70% | 98.70% |
20.12.2024 | 0.23% | 4.07 CHF | 4.08 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 320'041 CHF | 320'791 CHF | 97.00% | 97.00% |
19.12.2024 | 0.24% | 4.37 CHF | 4.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 310'214 CHF | 310'964 CHF | 98.67% | 98.67% |
18.12.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 274'926 CHF | 275'676 CHF | 95.50% | 95.50% |
17.12.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 277'669 CHF | 278'419 CHF | 98.76% | 98.76% |
16.12.2024 | 0.28% | 3.55 CHF | 3.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 265'317 CHF | 266'067 CHF | 98.98% | 98.98% |
13.12.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 263'442 CHF | 264'192 CHF | 98.92% | 98.92% |
12.12.2024 | 0.33% | 3.34 CHF | 3.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 225'538 CHF | 226'288 CHF | 97.80% | 97.80% |