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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.01.2025 | 0.30% | 81.08 CHF | 81.32 CHF | 3'800 | 3'800 | 3'735 | 3'735 | 304'439 CHF | 305'362 CHF | 100.00% | 100.00% |
06.01.2025 | 0.51% | 79.20 CHF | 79.60 CHF | 3'900 | 3'900 | 3'902 | 3'902 | 307'238 CHF | 308'799 CHF | 98.16% | 98.16% |
30.12.2024 | 0.52% | 77.40 CHF | 77.80 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 309'081 CHF | 310'681 CHF | 99.75% | 99.75% |
27.12.2024 | 0.52% | 76.80 CHF | 77.20 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 307'447 CHF | 309'047 CHF | 98.68% | 98.68% |
23.12.2024 | 0.32% | 76.48 CHF | 76.72 CHF | 4'000 | 4'000 | 4'084 | 4'084 | 310'814 CHF | 311'823 CHF | 100.00% | 100.00% |
20.12.2024 | 0.33% | 75.68 CHF | 75.92 CHF | 4'100 | 4'100 | 4'170 | 4'170 | 311'651 CHF | 312'681 CHF | 94.31% | 94.31% |
19.12.2024 | 0.33% | 75.48 CHF | 75.72 CHF | 4'100 | 4'100 | 4'102 | 4'102 | 309'457 CHF | 310'471 CHF | 100.00% | 100.00% |
18.12.2024 | 0.32% | 77.28 CHF | 77.52 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 309'089 CHF | 310'077 CHF | 100.00% | 100.00% |
17.12.2024 | 0.32% | 77.48 CHF | 77.72 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 310'489 CHF | 311'477 CHF | 100.00% | 100.00% |
16.12.2024 | 0.32% | 76.28 CHF | 76.52 CHF | 4'100 | 4'100 | 4'081 | 4'081 | 311'391 CHF | 312'399 CHF | 100.00% | 100.00% |