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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.12.2024 | 0.64% | 25.82 CHF | 25.99 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 696'758 CHF | 701'229 CHF | 99.08% | 99.08% |
20.12.2024 | 0.63% | 29.92 CHF | 30.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 689'571 CHF | 693'954 CHF | 100.00% | 100.00% |
19.12.2024 | 0.56% | 32.28 CHF | 32.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 846'309 CHF | 851'047 CHF | 99.91% | 99.91% |
18.12.2024 | 0.52% | 35.70 CHF | 35.89 CHF | 25'000 | 25'000 | 24'984 | 24'984 | 905'536 CHF | 910'286 CHF | 100.00% | 100.00% |
17.12.2024 | 0.51% | 38.72 CHF | 38.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 973'330 CHF | 978'321 CHF | 100.00% | 100.00% |
16.12.2024 | 0.52% | 38.55 CHF | 38.75 CHF | 25'000 | 25'000 | 24'979 | 24'979 | 915'699 CHF | 920'490 CHF | 100.00% | 100.00% |
13.12.2024 | 0.56% | 32.66 CHF | 32.84 CHF | 25'000 | 25'000 | 24'973 | 24'973 | 822'024 CHF | 826'676 CHF | 100.00% | 100.00% |
12.12.2024 | 0.56% | 34.64 CHF | 34.83 CHF | 25'000 | 25'000 | 24'973 | 24'973 | 830'835 CHF | 835'485 CHF | 100.00% | 100.00% |
11.12.2024 | 0.58% | 33.07 CHF | 33.25 CHF | 25'000 | 25'000 | 24'931 | 24'931 | 776'960 CHF | 781'460 CHF | 100.00% | 100.00% |
10.12.2024 | 0.60% | 28.60 CHF | 28.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 750'485 CHF | 754'979 CHF | 100.00% | 100.00% |