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 | 0.56% | 17.20 CHF | 17.25 CHF | 3'010 | 3'010 | 2'018 | 2'018 | 34'783 CHF | 34'961 CHF | 99.99% | 99.99% |
18.12.2024 | 0.52% | 18.15 CHF | 18.20 CHF | 2'960 | 2'960 | 1'982 | 1'982 | 36'157 CHF | 36'332 CHF | 99.99% | 99.99% |
17.12.2024 | 0.53% | 18.40 CHF | 18.45 CHF | 2'960 | 2'960 | 1'992 | 1'992 | 36'090 CHF | 36'266 CHF | 100.00% | 100.00% |
16.12.2024 | 0.54% | 17.80 CHF | 17.85 CHF | 3'000 | 3'000 | 2'010 | 2'010 | 35'696 CHF | 35'874 CHF | 98.86% | 98.86% |
13.12.2024 | 0.53% | 17.80 CHF | 17.85 CHF | 3'000 | 3'000 | 1'997 | 1'997 | 35'907 CHF | 36'084 CHF | 100.00% | 100.00% |
12.12.2024 | 0.54% | 18.40 CHF | 18.45 CHF | 2'950 | 2'950 | 2'000 | 2'000 | 35'680 CHF | 35'857 CHF | 100.00% | 100.00% |
11.12.2024 | 0.56% | 17.85 CHF | 17.90 CHF | 2'980 | 2'980 | 2'022 | 2'022 | 35'058 CHF | 35'237 CHF | 100.00% | 100.00% |
10.12.2024 | 0.56% | 17.60 CHF | 17.65 CHF | 3'000 | 3'000 | 2'023 | 2'023 | 35'107 CHF | 35'286 CHF | 100.00% | 100.00% |
09.12.2024 | 0.56% | 17.35 CHF | 17.40 CHF | 3'040 | 3'040 | 2'046 | 2'046 | 34'937 CHF | 35'118 CHF | 100.00% | 100.00% |
06.12.2024 | 0.56% | 17.15 CHF | 17.20 CHF | 3'050 | 3'050 | 2'044 | 2'044 | 34'987 CHF | 35'168 CHF | 100.00% | 100.00% |