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 | 0.75% | 13.30 CHF | 13.40 CHF | 4'490 | 4'490 | 4'468 | 4'468 | 59'696 CHF | 60'143 CHF | 100.00% | 100.00% |
18.12.2024 | 0.76% | 13.35 CHF | 13.45 CHF | 4'870 | 4'870 | 4'825 | 4'825 | 64'227 CHF | 64'710 CHF | 100.00% | 100.00% |
17.12.2024 | 0.78% | 12.60 CHF | 12.70 CHF | 4'560 | 4'560 | 4'555 | 4'555 | 58'758 CHF | 59'214 CHF | 100.00% | 100.00% |
16.12.2024 | 0.77% | 13.00 CHF | 13.10 CHF | 4'820 | 4'820 | 4'767 | 4'767 | 62'092 CHF | 62'569 CHF | 98.78% | 98.78% |
13.12.2024 | 0.80% | 12.60 CHF | 12.70 CHF | 4'690 | 4'690 | 4'643 | 4'643 | 58'676 CHF | 59'141 CHF | 100.00% | 100.00% |
12.12.2024 | 0.79% | 12.70 CHF | 12.80 CHF | 4'640 | 4'640 | 4'596 | 4'596 | 58'336 CHF | 58'796 CHF | 100.00% | 100.00% |
11.12.2024 | 0.79% | 12.80 CHF | 12.90 CHF | 4'520 | 4'520 | 4'476 | 4'476 | 57'251 CHF | 57'699 CHF | 100.00% | 100.00% |
10.12.2024 | 0.80% | 12.85 CHF | 12.95 CHF | 4'860 | 4'860 | 4'789 | 4'789 | 60'323 CHF | 60'802 CHF | 100.00% | 100.00% |
09.12.2024 | 0.81% | 12.30 CHF | 12.40 CHF | 4'860 | 4'860 | 4'835 | 4'835 | 59'934 CHF | 60'418 CHF | 100.00% | 100.00% |
06.12.2024 | 0.83% | 12.25 CHF | 12.35 CHF | 4'920 | 4'920 | 4'867 | 4'867 | 58'944 CHF | 59'431 CHF | 100.00% | 100.00% |