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 | 0.37% | 2.70 CHF | 2.71 CHF | 501'400 | 501'400 | 501'400 | 501'400 | 1'341'720 CHF | 1'346'730 CHF | 100.00% | 100.00% |
18.12.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 510'400 | 510'400 | 510'400 | 510'400 | 1'319'860 CHF | 1'324'960 CHF | 100.00% | 100.00% |
17.12.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 505'800 | 505'800 | 505'800 | 505'800 | 1'296'470 CHF | 1'301'530 CHF | 100.00% | 100.00% |
16.12.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 502'000 | 502'000 | 502'000 | 502'000 | 1'284'850 CHF | 1'289'870 CHF | 100.00% | 100.00% |
13.12.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 531'100 | 531'100 | 531'100 | 531'100 | 1'353'690 CHF | 1'359'000 CHF | 99.39% | 99.39% |
12.12.2024 | 0.42% | 2.43 CHF | 2.44 CHF | 557'000 | 557'000 | 557'000 | 557'000 | 1'326'780 CHF | 1'332'350 CHF | 100.00% | 100.00% |
11.12.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 557'000 | 557'000 | 557'000 | 557'000 | 1'278'330 CHF | 1'283'900 CHF | 100.00% | 100.00% |
10.12.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 560'200 | 560'200 | 560'200 | 560'200 | 1'289'550 CHF | 1'295'150 CHF | 100.00% | 100.00% |
09.12.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 562'800 | 562'800 | 562'800 | 562'800 | 1'284'100 CHF | 1'289'720 CHF | 100.00% | 100.00% |
06.12.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 564'200 | 564'200 | 564'200 | 564'200 | 1'291'170 CHF | 1'296'810 CHF | 100.00% | 100.00% |