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 | 0.57% | 1.73 CHF | 1.74 CHF | 42'700 | 42'700 | 42'141 | 42'141 | 73'963 CHF | 74'385 CHF | 100.00% | 100.00% |
18.12.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 42'000 | 42'000 | 41'557 | 41'557 | 76'414 CHF | 76'830 CHF | 100.00% | 100.00% |
17.12.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 41'400 | 41'400 | 41'159 | 41'159 | 78'016 CHF | 78'428 CHF | 100.00% | 100.00% |
16.12.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 41'400 | 41'400 | 41'078 | 41'078 | 77'555 CHF | 77'966 CHF | 98.66% | 98.66% |
13.12.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 41'100 | 41'100 | 40'359 | 40'359 | 79'531 CHF | 79'935 CHF | 100.00% | 100.00% |
12.12.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 40'400 | 40'400 | 39'826 | 39'826 | 79'912 CHF | 80'311 CHF | 100.00% | 100.00% |
11.12.2024 | 0.51% | 2.02 CHF | 2.03 CHF | 39'900 | 39'900 | 39'956 | 39'956 | 78'804 CHF | 79'204 CHF | 100.00% | 100.00% |
10.12.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 40'000 | 40'000 | 39'378 | 39'378 | 80'050 CHF | 80'444 CHF | 100.00% | 100.00% |
09.12.2024 | 0.49% | 2.07 CHF | 2.08 CHF | 39'400 | 39'400 | 39'128 | 39'128 | 81'225 CHF | 81'617 CHF | 100.00% | 100.00% |
06.12.2024 | 0.50% | 2.05 CHF | 2.06 CHF | 39'600 | 39'600 | 39'489 | 39'489 | 80'267 CHF | 80'662 CHF | 100.00% | 100.00% |