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 | 2.55% | 0.39 CHF | 0.40 CHF | 2'361'700 | 2'361'700 | 2'361'700 | 2'361'700 | 913'827 CHF | 937'444 CHF | 100.00% | 100.00% |
18.12.2024 | 2.68% | 0.36 CHF | 0.37 CHF | 2'423'300 | 2'423'300 | 2'423'300 | 2'423'300 | 891'496 CHF | 915'729 CHF | 100.00% | 100.00% |
17.12.2024 | 2.72% | 0.36 CHF | 0.37 CHF | 2'391'500 | 2'391'500 | 2'391'500 | 2'391'500 | 866'398 CHF | 890'313 CHF | 100.00% | 100.00% |
16.12.2024 | 2.73% | 0.36 CHF | 0.37 CHF | 2'365'500 | 2'365'500 | 2'365'500 | 2'365'500 | 855'404 CHF | 879'059 CHF | 100.00% | 100.00% |
13.12.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 2'564'900 | 2'564'900 | 2'564'900 | 2'564'900 | 920'389 CHF | 946'038 CHF | 99.39% | 99.39% |
12.12.2024 | 3.04% | 0.34 CHF | 0.35 CHF | 2'746'700 | 2'746'700 | 2'746'700 | 2'746'700 | 890'059 CHF | 917'526 CHF | 100.00% | 100.00% |
11.12.2024 | 3.20% | 0.31 CHF | 0.32 CHF | 2'746'500 | 2'746'500 | 2'746'500 | 2'746'500 | 844'504 CHF | 871'969 CHF | 100.00% | 100.00% |
10.12.2024 | 3.18% | 0.31 CHF | 0.32 CHF | 2'769'000 | 2'769'000 | 2'769'000 | 2'769'000 | 857'001 CHF | 884'691 CHF | 100.00% | 100.00% |
09.12.2024 | 3.23% | 0.31 CHF | 0.32 CHF | 2'788'000 | 2'788'000 | 2'788'000 | 2'788'000 | 850'031 CHF | 877'911 CHF | 100.00% | 100.00% |
06.12.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 2'797'600 | 2'797'600 | 2'797'600 | 2'797'600 | 858'714 CHF | 886'690 CHF | 100.00% | 100.00% |