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 | 0.44% | 2.28 CHF | 2.29 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 79'049 CHF | 79'399 CHF | 100.00% | 100.00% |
18.12.2024 | 0.42% | 2.37 CHF | 2.38 CHF | 34'000 | 34'000 | 33'973 | 33'973 | 80'835 CHF | 81'175 CHF | 100.00% | 100.00% |
17.12.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 82'568 CHF | 82'908 CHF | 100.00% | 100.00% |
16.12.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 34'000 | 34'000 | 33'964 | 33'964 | 83'154 CHF | 83'494 CHF | 100.00% | 100.00% |
13.12.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 34'000 | 34'000 | 33'796 | 33'796 | 84'823 CHF | 85'162 CHF | 100.00% | 100.00% |
12.12.2024 | 0.40% | 2.47 CHF | 2.48 CHF | 34'000 | 34'000 | 33'958 | 33'958 | 84'338 CHF | 84'678 CHF | 100.00% | 100.00% |
11.12.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 34'000 | 34'000 | 33'892 | 33'892 | 84'388 CHF | 84'728 CHF | 100.00% | 100.00% |
10.12.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 83'902 CHF | 84'242 CHF | 100.00% | 100.00% |
09.12.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 84'307 CHF | 84'647 CHF | 100.00% | 100.00% |
06.12.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 83'200 CHF | 83'540 CHF | 100.00% | 100.00% |