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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.12.2024 | 0.49% | 3.99 CHF | 4.01 CHF | 32'600 | 32'600 | 32'207 | 32'207 | 130'819 CHF | 131'463 CHF | 100.00% | 100.00% |
13.12.2024 | 0.48% | 4.05 CHF | 4.07 CHF | 32'100 | 32'100 | 30'669 | 30'669 | 126'697 CHF | 127'310 CHF | 100.00% | 100.00% |
12.12.2024 | 0.49% | 4.12 CHF | 4.14 CHF | 31'300 | 31'300 | 32'600 | 32'600 | 133'447 CHF | 134'098 CHF | 100.00% | 100.00% |
11.12.2024 | 0.50% | 3.99 CHF | 4.01 CHF | 33'800 | 33'800 | 33'800 | 33'800 | 134'973 CHF | 135'649 CHF | 100.00% | 100.00% |
10.12.2024 | 0.50% | 3.91 CHF | 3.93 CHF | 31'500 | 31'500 | 31'447 | 31'447 | 125'076 CHF | 125'705 CHF | 100.00% | 100.00% |
09.12.2024 | 0.46% | 4.21 CHF | 4.23 CHF | 29'500 | 29'500 | 29'500 | 29'500 | 128'070 CHF | 128'660 CHF | 100.00% | 100.00% |
06.12.2024 | 0.45% | 4.29 CHF | 4.31 CHF | 29'100 | 29'100 | 29'100 | 29'100 | 127'653 CHF | 128'235 CHF | 100.00% | 100.00% |
05.12.2024 | 0.46% | 4.33 CHF | 4.35 CHF | 29'500 | 29'500 | 29'500 | 29'500 | 127'569 CHF | 128'159 CHF | 98.92% | 98.92% |
04.12.2024 | 0.46% | 4.26 CHF | 4.28 CHF | 29'600 | 29'600 | 29'599 | 29'600 | 127'764 CHF | 128'358 CHF | 99.75% | 99.75% |
03.12.2024 | 0.46% | 4.27 CHF | 4.29 CHF | 30'300 | 30'300 | 30'300 | 30'300 | 130'216 CHF | 130'822 CHF | 100.00% | 100.00% |