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 | 1.16% | 3.46 CHF | 3.48 CHF | 29'500 | 29'500 | 13'196 | 13'196 | 46'250 CHF | 46'687 CHF | 99.61% | 99.61% |
27.12.2024 | 1.14% | 3.63 CHF | 3.65 CHF | 29'200 | 29'200 | 13'049 | 13'049 | 47'459 CHF | 47'891 CHF | 98.96% | 98.96% |
23.12.2024 | 1.14% | 3.44 CHF | 3.46 CHF | 29'500 | 29'500 | 13'089 | 13'089 | 46'258 CHF | 46'691 CHF | 99.71% | 99.71% |
20.12.2024 | 1.16% | 3.65 CHF | 3.67 CHF | 29'300 | 29'300 | 13'172 | 13'172 | 46'879 CHF | 47'318 CHF | 99.90% | 99.90% |
19.12.2024 | 1.15% | 3.73 CHF | 3.75 CHF | 28'500 | 28'500 | 12'735 | 12'735 | 47'063 CHF | 47'495 CHF | 99.75% | 99.75% |
18.12.2024 | 1.07% | 3.87 CHF | 3.89 CHF | 27'200 | 27'200 | 12'182 | 12'182 | 46'987 CHF | 47'390 CHF | 99.14% | 99.14% |
17.12.2024 | 1.13% | 3.88 CHF | 3.90 CHF | 28'600 | 28'600 | 12'901 | 12'901 | 47'937 CHF | 48'366 CHF | 100.00% | 100.00% |
16.12.2024 | 1.08% | 3.89 CHF | 3.91 CHF | 27'500 | 27'500 | 12'382 | 12'382 | 47'807 CHF | 48'219 CHF | 99.91% | 99.91% |
13.12.2024 | 1.03% | 4.00 CHF | 4.02 CHF | 26'300 | 26'300 | 11'740 | 11'740 | 46'588 CHF | 46'978 CHF | 100.00% | 100.00% |
12.12.2024 | 1.09% | 3.97 CHF | 3.99 CHF | 28'200 | 28'200 | 12'722 | 12'722 | 49'130 CHF | 49'554 CHF | 100.00% | 100.00% |