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 | 0.21% | 4.77 CHF | 4.78 CHF | 69'000 | 69'000 | 68'534 | 68'534 | 328'774 CHF | 329'461 CHF | 100.00% | 100.00% |
18.12.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 68'000 | 68'000 | 67'667 | 67'667 | 328'550 CHF | 329'227 CHF | 100.00% | 100.00% |
17.12.2024 | 0.20% | 4.87 CHF | 4.88 CHF | 68'000 | 68'000 | 67'717 | 67'717 | 330'398 CHF | 331'075 CHF | 100.00% | 100.00% |
16.12.2024 | 0.21% | 4.78 CHF | 4.79 CHF | 69'000 | 69'000 | 68'014 | 68'014 | 328'648 CHF | 329'329 CHF | 100.00% | 100.00% |
13.12.2024 | 0.20% | 5.08 CHF | 5.09 CHF | 66'000 | 66'000 | 65'284 | 65'284 | 334'913 CHF | 335'567 CHF | 100.00% | 100.00% |
12.12.2024 | 0.20% | 4.96 CHF | 4.97 CHF | 67'000 | 67'000 | 67'601 | 67'601 | 331'345 CHF | 332'022 CHF | 100.00% | 100.00% |
11.12.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 69'000 | 69'000 | 67'662 | 67'662 | 330'874 CHF | 331'553 CHF | 100.00% | 100.00% |
10.12.2024 | 0.20% | 4.94 CHF | 4.95 CHF | 68'000 | 68'000 | 67'603 | 67'603 | 332'918 CHF | 333'594 CHF | 100.00% | 100.00% |
09.12.2024 | 0.21% | 4.92 CHF | 4.93 CHF | 68'000 | 68'000 | 68'015 | 68'015 | 330'015 CHF | 330'695 CHF | 100.00% | 100.00% |
06.12.2024 | 0.21% | 4.68 CHF | 4.69 CHF | 70'000 | 70'000 | 69'753 | 69'753 | 326'148 CHF | 326'846 CHF | 100.00% | 100.00% |