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 | 0.74% | 6.21 CHF | 6.26 CHF | 25'000 | 25'000 | 24'957 | 24'957 | 156'112 CHF | 157'278 CHF | 99.31% | 99.31% |
18.12.2024 | 0.69% | 6.25 CHF | 6.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 155'739 CHF | 156'812 CHF | 96.18% | 96.18% |
17.12.2024 | 0.76% | 5.81 CHF | 5.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 149'808 CHF | 150'948 CHF | 99.38% | 99.38% |
16.12.2024 | 0.72% | 6.06 CHF | 6.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 151'666 CHF | 152'756 CHF | 100.00% | 100.00% |
13.12.2024 | 0.76% | 5.83 CHF | 5.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 146'126 CHF | 147'237 CHF | 100.00% | 100.00% |
12.12.2024 | 0.82% | 5.88 CHF | 5.93 CHF | 25'000 | 25'000 | 24'419 | 24'402 | 143'548 CHF | 144'588 CHF | 97.53% | 97.53% |
11.12.2024 | 0.76% | 5.94 CHF | 5.99 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 148'340 CHF | 149'474 CHF | 99.30% | 99.30% |
10.12.2024 | 0.73% | 5.98 CHF | 6.02 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 145'652 CHF | 146'716 CHF | 100.00% | 100.00% |
09.12.2024 | 0.74% | 5.65 CHF | 5.69 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 142'785 CHF | 143'840 CHF | 100.00% | 100.00% |
06.12.2024 | 0.74% | 5.64 CHF | 5.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 138'768 CHF | 139'797 CHF | 99.55% | 99.55% |