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% | 79.80 CHF | 80.20 CHF | 1'700 | 1'700 | 1'678 | 1'678 | 136'308 CHF | 136'979 CHF | 100.00% | 100.00% |
13.12.2024 | 0.48% | 81.00 CHF | 81.40 CHF | 1'700 | 1'700 | 1'621 | 1'621 | 133'888 CHF | 134'536 CHF | 100.00% | 100.00% |
12.12.2024 | 0.49% | 82.40 CHF | 82.80 CHF | 1'600 | 1'600 | 1'668 | 1'668 | 136'595 CHF | 137'262 CHF | 100.00% | 100.00% |
11.12.2024 | 0.50% | 79.70 CHF | 80.10 CHF | 1'700 | 1'700 | 1'700 | 1'700 | 135'775 CHF | 136'455 CHF | 100.00% | 100.00% |
10.12.2024 | 0.50% | 78.20 CHF | 78.60 CHF | 1'600 | 1'600 | 1'597 | 1'597 | 127'036 CHF | 127'674 CHF | 100.00% | 100.00% |
09.12.2024 | 0.46% | 84.10 CHF | 84.50 CHF | 1'500 | 1'500 | 1'500 | 1'500 | 130'239 CHF | 130'839 CHF | 100.00% | 100.00% |
06.12.2024 | 0.45% | 85.90 CHF | 86.30 CHF | 1'500 | 1'500 | 1'500 | 1'500 | 131'606 CHF | 132'206 CHF | 100.00% | 100.00% |
05.12.2024 | 0.46% | 86.60 CHF | 87.00 CHF | 1'500 | 1'500 | 1'500 | 1'500 | 129'734 CHF | 130'334 CHF | 99.03% | 99.03% |
04.12.2024 | 0.46% | 85.20 CHF | 85.60 CHF | 1'500 | 1'500 | 1'500 | 1'500 | 129'487 CHF | 130'087 CHF | 99.75% | 99.75% |
03.12.2024 | 0.46% | 85.50 CHF | 85.90 CHF | 1'600 | 1'600 | 1'600 | 1'600 | 137'526 CHF | 138'166 CHF | 100.00% | 100.00% |