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 | 0.51% | 18.70 CHF | 18.75 CHF | 3'010 | 3'010 | 2'019 | 2'019 | 37'784 CHF | 37'963 CHF | 100.00% | 100.00% |
18.12.2024 | 0.49% | 19.60 CHF | 19.65 CHF | 2'970 | 2'970 | 1'982 | 1'982 | 39'079 CHF | 39'254 CHF | 99.99% | 99.99% |
17.12.2024 | 0.49% | 19.90 CHF | 19.95 CHF | 2'960 | 2'960 | 1'992 | 1'992 | 39'036 CHF | 39'212 CHF | 100.00% | 100.00% |
16.12.2024 | 0.50% | 19.30 CHF | 19.35 CHF | 3'000 | 3'000 | 2'010 | 2'010 | 38'658 CHF | 38'835 CHF | 98.86% | 98.86% |
13.12.2024 | 0.49% | 19.30 CHF | 19.35 CHF | 3'000 | 3'000 | 1'997 | 1'997 | 38'852 CHF | 39'028 CHF | 100.00% | 100.00% |
12.12.2024 | 0.50% | 19.85 CHF | 19.90 CHF | 2'950 | 2'950 | 2'000 | 2'000 | 38'600 CHF | 38'777 CHF | 100.00% | 100.00% |
11.12.2024 | 0.51% | 19.30 CHF | 19.35 CHF | 2'980 | 2'980 | 2'022 | 2'022 | 38'006 CHF | 38'185 CHF | 100.00% | 100.00% |
10.12.2024 | 0.51% | 19.05 CHF | 19.10 CHF | 3'000 | 3'000 | 2'023 | 2'023 | 38'031 CHF | 38'211 CHF | 100.00% | 100.00% |
09.12.2024 | 0.52% | 18.80 CHF | 18.85 CHF | 3'040 | 3'040 | 2'046 | 2'046 | 37'903 CHF | 38'084 CHF | 100.00% | 100.00% |
06.12.2024 | 0.52% | 18.60 CHF | 18.65 CHF | 3'050 | 3'050 | 2'044 | 2'044 | 37'935 CHF | 38'116 CHF | 100.00% | 100.00% |