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 | 0.36% | 5.52 CHF | 5.54 CHF | 23'400 | 23'400 | 23'238 | 23'238 | 129'910 CHF | 130'376 CHF | 100.00% | 100.00% |
18.12.2024 | 0.35% | 5.67 CHF | 5.69 CHF | 22'700 | 22'700 | 22'607 | 22'607 | 129'382 CHF | 129'834 CHF | 100.00% | 100.00% |
17.12.2024 | 0.35% | 5.77 CHF | 5.79 CHF | 23'300 | 23'300 | 23'203 | 23'203 | 133'909 CHF | 134'373 CHF | 100.00% | 100.00% |
16.12.2024 | 0.35% | 5.50 CHF | 5.52 CHF | 21'300 | 21'300 | 21'023 | 21'023 | 119'318 CHF | 119'738 CHF | 100.00% | 100.00% |
13.12.2024 | 0.30% | 6.50 CHF | 6.52 CHF | 20'500 | 20'500 | 20'307 | 20'307 | 135'630 CHF | 136'036 CHF | 100.00% | 100.00% |
12.12.2024 | 0.33% | 6.17 CHF | 6.19 CHF | 22'000 | 22'000 | 22'198 | 22'198 | 132'896 CHF | 133'340 CHF | 100.00% | 100.00% |
11.12.2024 | 0.33% | 5.81 CHF | 5.83 CHF | 21'600 | 21'600 | 21'259 | 21'259 | 127'517 CHF | 127'943 CHF | 100.00% | 100.00% |
10.12.2024 | 0.33% | 6.17 CHF | 6.19 CHF | 21'700 | 21'700 | 21'576 | 21'576 | 132'271 CHF | 132'703 CHF | 100.00% | 100.00% |
09.12.2024 | 0.34% | 6.10 CHF | 6.12 CHF | 23'300 | 23'300 | 23'291 | 23'291 | 136'835 CHF | 137'301 CHF | 100.00% | 100.00% |
06.12.2024 | 0.19% | 5.39 CHF | 5.40 CHF | 25'900 | 25'900 | 25'806 | 25'806 | 138'506 CHF | 138'764 CHF | 100.00% | 100.00% |