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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19.12.2024 | 0.56% | 3.33 CHF | 3.34 CHF | 89'000 | 89'000 | 40'115 | 40'115 | 133'277 CHF | 133'899 CHF | 99.76% | 99.76% |
18.12.2024 | 0.53% | 3.36 CHF | 3.37 CHF | 88'000 | 88'000 | 39'564 | 39'564 | 133'016 CHF | 133'614 CHF | 99.13% | 99.13% |
17.12.2024 | 0.54% | 3.37 CHF | 3.38 CHF | 88'000 | 88'000 | 40'018 | 40'018 | 132'947 CHF | 133'556 CHF | 100.00% | 100.00% |
16.12.2024 | 0.54% | 3.37 CHF | 3.38 CHF | 88'000 | 88'000 | 39'929 | 39'929 | 134'049 CHF | 134'657 CHF | 99.90% | 99.90% |
13.12.2024 | 0.53% | 3.39 CHF | 3.40 CHF | 88'000 | 88'000 | 39'338 | 39'338 | 133'265 CHF | 133'863 CHF | 100.00% | 100.00% |
12.12.2024 | 0.55% | 3.37 CHF | 3.38 CHF | 88'000 | 88'000 | 39'892 | 39'892 | 133'282 CHF | 133'889 CHF | 100.00% | 100.00% |
11.12.2024 | 0.55% | 3.33 CHF | 3.34 CHF | 89'000 | 89'000 | 40'140 | 40'140 | 132'394 CHF | 133'004 CHF | 100.00% | 100.00% |
10.12.2024 | 0.55% | 3.25 CHF | 3.26 CHF | 91'000 | 91'000 | 40'905 | 40'905 | 132'356 CHF | 132'976 CHF | 100.00% | 100.00% |
09.12.2024 | 0.55% | 3.24 CHF | 3.25 CHF | 91'000 | 91'000 | 40'955 | 40'955 | 132'417 CHF | 133'038 CHF | 100.00% | 100.00% |
06.12.2024 | 0.55% | 3.26 CHF | 3.27 CHF | 91'000 | 91'000 | 40'758 | 40'758 | 133'541 CHF | 134'154 CHF | 97.26% | 97.26% |