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 | 0.40% | 2.52 CHF | 2.53 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 87'231 CHF | 87'581 CHF | 100.00% | 100.00% |
18.12.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 34'000 | 34'000 | 33'973 | 33'973 | 88'736 CHF | 89'076 CHF | 100.00% | 100.00% |
17.12.2024 | 0.37% | 2.63 CHF | 2.64 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 90'522 CHF | 90'862 CHF | 100.00% | 100.00% |
16.12.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 34'000 | 34'000 | 33'964 | 33'964 | 91'059 CHF | 91'399 CHF | 100.00% | 100.00% |
13.12.2024 | 0.36% | 2.70 CHF | 2.71 CHF | 34'000 | 34'000 | 33'796 | 33'796 | 92'696 CHF | 93'034 CHF | 100.00% | 100.00% |
12.12.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 34'000 | 34'000 | 33'959 | 33'959 | 92'247 CHF | 92'587 CHF | 100.00% | 100.00% |
11.12.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 34'000 | 34'000 | 33'893 | 33'893 | 92'274 CHF | 92'614 CHF | 100.00% | 100.00% |
10.12.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 91'790 CHF | 92'130 CHF | 100.00% | 100.00% |
09.12.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 92'228 CHF | 92'568 CHF | 100.00% | 100.00% |
06.12.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 91'103 CHF | 91'443 CHF | 100.00% | 100.00% |