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 | 0.72% | 2.75 CHF | 2.77 CHF | 37'300 | 37'300 | 37'300 | 37'300 | 103'712 CHF | 104'458 CHF | 99.84% | 99.84% |
18.12.2024 | 0.72% | 2.77 CHF | 2.79 CHF | 42'300 | 42'300 | 42'300 | 42'300 | 116'690 CHF | 117'536 CHF | 99.14% | 99.14% |
17.12.2024 | 0.77% | 2.48 CHF | 2.50 CHF | 38'500 | 38'500 | 38'500 | 38'500 | 100'236 CHF | 101'006 CHF | 100.00% | 100.00% |
16.12.2024 | 0.75% | 2.65 CHF | 2.67 CHF | 41'800 | 41'800 | 41'800 | 41'800 | 110'996 CHF | 111'832 CHF | 99.90% | 99.90% |
13.12.2024 | 0.80% | 2.49 CHF | 2.51 CHF | 40'400 | 40'400 | 40'400 | 40'400 | 101'060 CHF | 101'868 CHF | 100.00% | 100.00% |
12.12.2024 | 0.79% | 2.53 CHF | 2.55 CHF | 40'000 | 40'000 | 39'985 | 39'985 | 100'885 CHF | 101'685 CHF | 100.00% | 100.00% |
11.12.2024 | 0.78% | 2.57 CHF | 2.59 CHF | 38'300 | 38'300 | 38'300 | 38'300 | 98'064 CHF | 98'830 CHF | 100.00% | 100.00% |
10.12.2024 | 0.80% | 2.60 CHF | 2.62 CHF | 43'600 | 43'600 | 43'500 | 43'500 | 108'411 CHF | 109'281 CHF | 100.00% | 100.00% |
09.12.2024 | 0.83% | 2.37 CHF | 2.39 CHF | 44'000 | 44'000 | 44'184 | 44'184 | 106'643 CHF | 107'526 CHF | 100.00% | 100.00% |
06.12.2024 | 0.86% | 2.36 CHF | 2.38 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 103'681 CHF | 104'581 CHF | 97.26% | 97.26% |