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 | 1,00% | 20,76 CHF | 20,97 CHF | 9 992 | 9 970 | 9 993 | 9 970 | 209 194 CHF | 210 803 CHF | 98,59% | 98,59% |
27/12/2024 | 0,98% | 20,98 CHF | 21,19 CHF | 10 000 | 10 000 | 9 998 | 9 942 | 212 405 CHF | 213 301 CHF | 98,74% | 98,74% |
23/12/2024 | 0,99% | 20,94 CHF | 21,15 CHF | 9 836 | 9 940 | 9 978 | 9 990 | 210 193 CHF | 212 563 CHF | 100,00% | 100,00% |
20/12/2024 | 1,02% | 20,93 CHF | 21,14 CHF | 9 670 | 9 999 | 9 767 | 9 999 | 200 963 CHF | 207 843 CHF | 100,00% | 100,00% |
19/12/2024 | 1,01% | 21,12 CHF | 21,33 CHF | 10 000 | 9 577 | 10 000 | 9 619 | 214 401 CHF | 208 341 CHF | 100,00% | 100,00% |
18/12/2024 | 1,01% | 22,39 CHF | 22,62 CHF | 9 720 | 9 950 | 9 915 | 9 980 | 222 978 CHF | 226 735 CHF | 100,00% | 100,00% |
17/12/2024 | 1,01% | 22,43 CHF | 22,66 CHF | 9 797 | 10 000 | 9 896 | 10 000 | 224 108 CHF | 228 767 CHF | 100,00% | 100,00% |
16/12/2024 | 1,00% | 22,66 CHF | 22,89 CHF | 9 600 | 9 800 | 9 893 | 9 908 | 221 400 CHF | 223 981 CHF | 100,00% | 100,00% |
13/12/2024 | 1,02% | 22,21 CHF | 22,43 CHF | 9 988 | 10 000 | 9 990 | 10 000 | 224 264 CHF | 226 795 CHF | 100,00% | 100,00% |
12/12/2024 | 1,00% | 22,61 CHF | 22,84 CHF | 9 997 | 9 945 | 9 997 | 9 949 | 223 773 CHF | 224 936 CHF | 100,00% | 100,00% |