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 | 0.83% | 7.93 CHF | 7.96 CHF | 16'000 | 16'000 | 7'149 | 7'149 | 57'236 CHF | 57'618 CHF | 99.61% | 99.61% |
27.12.2024 | 0.82% | 8.22 CHF | 8.25 CHF | 15'900 | 15'900 | 7'120 | 7'120 | 58'653 CHF | 59'033 CHF | 98.96% | 98.96% |
23.12.2024 | 0.82% | 7.88 CHF | 7.91 CHF | 16'000 | 16'000 | 7'135 | 7'135 | 57'394 CHF | 57'775 CHF | 99.64% | 99.64% |
20.12.2024 | 0.83% | 8.25 CHF | 8.28 CHF | 15'900 | 15'900 | 7'199 | 7'199 | 58'187 CHF | 58'573 CHF | 99.90% | 99.90% |
19.12.2024 | 0.90% | 8.40 CHF | 8.43 CHF | 15'600 | 15'600 | 6'960 | 6'960 | 57'979 CHF | 58'380 CHF | 99.75% | 99.75% |
18.12.2024 | 0.84% | 8.63 CHF | 8.66 CHF | 15'000 | 15'000 | 6'743 | 6'743 | 58'068 CHF | 58'448 CHF | 99.14% | 99.14% |
17.12.2024 | 0.82% | 8.66 CHF | 8.69 CHF | 15'600 | 15'600 | 7'039 | 7'039 | 58'859 CHF | 59'236 CHF | 100.00% | 100.00% |
16.12.2024 | 0.85% | 8.67 CHF | 8.70 CHF | 15'100 | 15'100 | 6'840 | 6'840 | 58'904 CHF | 59'293 CHF | 99.91% | 99.91% |
13.12.2024 | 0.82% | 8.85 CHF | 8.88 CHF | 14'600 | 14'600 | 6'551 | 6'551 | 57'660 CHF | 58'030 CHF | 100.00% | 100.00% |
12.12.2024 | 0.80% | 8.79 CHF | 8.82 CHF | 15'400 | 15'400 | 6'941 | 6'941 | 59'695 CHF | 60'071 CHF | 100.00% | 100.00% |