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 | 0.48% | 19.90 CHF | 19.95 CHF | 3'010 | 3'010 | 2'018 | 2'018 | 40'220 CHF | 40'398 CHF | 99.98% | 99.98% |
18.12.2024 | 0.46% | 20.80 CHF | 20.85 CHF | 2'970 | 2'970 | 1'982 | 1'982 | 41'468 CHF | 41'643 CHF | 99.99% | 99.99% |
17.12.2024 | 0.46% | 21.10 CHF | 21.15 CHF | 2'960 | 2'960 | 1'992 | 1'992 | 41'450 CHF | 41'626 CHF | 100.00% | 100.00% |
16.12.2024 | 0.47% | 20.50 CHF | 20.55 CHF | 3'000 | 3'000 | 2'010 | 2'010 | 41'083 CHF | 41'260 CHF | 98.86% | 98.86% |
13.12.2024 | 0.47% | 20.50 CHF | 20.55 CHF | 3'000 | 3'000 | 1'997 | 1'997 | 41'260 CHF | 41'437 CHF | 100.00% | 100.00% |
12.12.2024 | 0.47% | 21.05 CHF | 21.10 CHF | 2'950 | 2'950 | 2'000 | 2'000 | 40'996 CHF | 41'173 CHF | 100.00% | 100.00% |
11.12.2024 | 0.48% | 20.50 CHF | 20.55 CHF | 2'980 | 2'980 | 2'022 | 2'022 | 40'411 CHF | 40'590 CHF | 100.00% | 100.00% |
10.12.2024 | 0.48% | 20.25 CHF | 20.30 CHF | 3'000 | 3'000 | 2'023 | 2'023 | 40'442 CHF | 40'622 CHF | 100.00% | 100.00% |
09.12.2024 | 0.49% | 20.00 CHF | 20.05 CHF | 3'040 | 3'040 | 2'046 | 2'046 | 40'324 CHF | 40'505 CHF | 100.00% | 100.00% |
06.12.2024 | 0.49% | 19.75 CHF | 19.80 CHF | 3'050 | 3'050 | 2'044 | 2'044 | 40'367 CHF | 40'548 CHF | 100.00% | 100.00% |