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 | 0.55% | 1.82 CHF | 1.83 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 62'897 CHF | 63'247 CHF | 100.00% | 100.00% |
18.12.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 34'000 | 34'000 | 33'974 | 33'974 | 65'141 CHF | 65'481 CHF | 100.00% | 100.00% |
17.12.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 66'848 CHF | 67'188 CHF | 100.00% | 100.00% |
16.12.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 34'000 | 34'000 | 33'964 | 33'964 | 67'464 CHF | 67'804 CHF | 100.00% | 100.00% |
13.12.2024 | 0.49% | 2.00 CHF | 2.01 CHF | 34'000 | 34'000 | 33'797 | 33'797 | 69'162 CHF | 69'501 CHF | 100.00% | 100.00% |
12.12.2024 | 0.49% | 2.01 CHF | 2.02 CHF | 34'000 | 34'000 | 33'958 | 33'958 | 68'640 CHF | 68'980 CHF | 100.00% | 100.00% |
11.12.2024 | 0.50% | 2.04 CHF | 2.05 CHF | 34'000 | 34'000 | 33'894 | 33'894 | 68'716 CHF | 69'056 CHF | 100.00% | 100.00% |
10.12.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 68'182 CHF | 68'522 CHF | 100.00% | 100.00% |
09.12.2024 | 0.49% | 2.00 CHF | 2.01 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 68'619 CHF | 68'959 CHF | 100.00% | 100.00% |
06.12.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 67'523 CHF | 67'863 CHF | 100.00% | 100.00% |