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 | 0.58% | 58.07 CHF | 58.41 CHF | 250 | 250 | 845 | 845 | 49'731 CHF | 50'019 CHF | 100.00% | 100.00% |
27.12.2024 | 0.53% | 61.68 CHF | 62.01 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 61'867 CHF | 62'197 CHF | 100.00% | 100.00% |
23.12.2024 | 0.54% | 59.48 CHF | 59.80 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 59'512 CHF | 59'831 CHF | 100.00% | 100.00% |
20.12.2024 | 0.58% | 58.67 CHF | 58.99 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 53'863 CHF | 54'178 CHF | 100.00% | 100.00% |
19.12.2024 | 0.71% | 56.78 CHF | 57.22 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 62'671 CHF | 63'113 CHF | 100.00% | 100.00% |
18.12.2024 | 0.52% | 84.25 CHF | 84.71 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 88'979 CHF | 89'442 CHF | 100.00% | 100.00% |
17.12.2024 | 0.53% | 88.01 CHF | 88.48 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 88'578 CHF | 89'046 CHF | 100.00% | 100.00% |
16.12.2024 | 0.52% | 87.52 CHF | 87.97 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 87'086 CHF | 87'537 CHF | 100.00% | 100.00% |
13.12.2024 | 0.38% | 84.89 CHF | 85.35 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 88'385 CHF | 88'720 CHF | 100.00% | 100.00% |
12.12.2024 | 0.37% | 88.20 CHF | 88.53 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 90'106 CHF | 90'439 CHF | 99.82% | 99.82% |