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 | 0.70% | 2.78 CHF | 2.80 CHF | 80'100 | 80'100 | 80'100 | 80'100 | 228'645 CHF | 230'247 CHF | 100.00% | 100.00% |
18.12.2024 | 0.66% | 3.00 CHF | 3.02 CHF | 76'200 | 76'200 | 76'200 | 76'200 | 228'446 CHF | 229'970 CHF | 100.00% | 100.00% |
17.12.2024 | 0.66% | 3.01 CHF | 3.03 CHF | 72'300 | 72'300 | 72'300 | 72'300 | 218'956 CHF | 220'402 CHF | 100.00% | 100.00% |
16.12.2024 | 0.64% | 3.18 CHF | 3.20 CHF | 71'100 | 71'100 | 71'100 | 71'100 | 220'573 CHF | 221'995 CHF | 100.00% | 100.00% |
13.12.2024 | 0.62% | 3.08 CHF | 3.10 CHF | 70'900 | 70'900 | 70'900 | 70'900 | 226'824 CHF | 228'242 CHF | 100.00% | 100.00% |
12.12.2024 | 0.61% | 3.26 CHF | 3.28 CHF | 66'200 | 66'200 | 66'200 | 66'200 | 216'114 CHF | 217'438 CHF | 100.00% | 100.00% |
11.12.2024 | 0.62% | 3.39 CHF | 3.41 CHF | 71'700 | 71'700 | 71'700 | 71'700 | 230'960 CHF | 232'394 CHF | 99.94% | 99.94% |
10.12.2024 | 0.65% | 3.07 CHF | 3.09 CHF | 71'700 | 71'700 | 71'694 | 71'694 | 219'292 CHF | 220'726 CHF | 100.00% | 100.00% |
09.12.2024 | 0.65% | 3.01 CHF | 3.03 CHF | 74'400 | 74'400 | 74'400 | 74'400 | 228'100 CHF | 229'588 CHF | 100.00% | 100.00% |
06.12.2024 | 0.67% | 3.00 CHF | 3.02 CHF | 75'300 | 75'300 | 75'300 | 75'300 | 224'709 CHF | 226'215 CHF | 99.92% | 99.92% |