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 | 0.88% | 11.40 CHF | 11.50 CHF | 4'200 | 4'200 | 4'174 | 4'174 | 47'866 CHF | 48'284 CHF | 100.00% | 100.00% |
18.12.2024 | 0.88% | 11.45 CHF | 11.55 CHF | 4'610 | 4'610 | 4'571 | 4'571 | 52'162 CHF | 52'619 CHF | 100.00% | 100.00% |
17.12.2024 | 0.92% | 10.65 CHF | 10.75 CHF | 4'280 | 4'280 | 4'269 | 4'269 | 46'883 CHF | 47'310 CHF | 100.00% | 100.00% |
16.12.2024 | 0.90% | 11.10 CHF | 11.20 CHF | 4'560 | 4'560 | 4'509 | 4'509 | 50'125 CHF | 50'577 CHF | 98.78% | 98.78% |
13.12.2024 | 0.94% | 10.70 CHF | 10.80 CHF | 4'420 | 4'420 | 4'375 | 4'375 | 46'849 CHF | 47'287 CHF | 100.00% | 100.00% |
12.12.2024 | 0.93% | 10.80 CHF | 10.90 CHF | 4'370 | 4'370 | 4'326 | 4'326 | 46'576 CHF | 47'009 CHF | 100.00% | 100.00% |
11.12.2024 | 0.93% | 10.90 CHF | 11.00 CHF | 4'230 | 4'230 | 4'192 | 4'192 | 45'565 CHF | 45'985 CHF | 100.00% | 100.00% |
10.12.2024 | 0.94% | 10.95 CHF | 11.05 CHF | 4'620 | 4'620 | 4'550 | 4'550 | 48'542 CHF | 48'997 CHF | 100.00% | 100.00% |
09.12.2024 | 0.96% | 10.35 CHF | 10.45 CHF | 4'630 | 4'630 | 4'602 | 4'602 | 48'120 CHF | 48'581 CHF | 100.00% | 100.00% |
06.12.2024 | 0.99% | 10.30 CHF | 10.40 CHF | 4'700 | 4'700 | 4'643 | 4'643 | 47'155 CHF | 47'620 CHF | 100.00% | 100.00% |