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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.12.2024 | 0.74% | 20.25 CHF | 20.40 CHF | 1'880 | 1'880 | 1'859 | 1'859 | 38'208 CHF | 38'487 CHF | 100.00% | 100.00% |
16.12.2024 | 0.71% | 20.90 CHF | 21.05 CHF | 1'840 | 1'840 | 1'812 | 1'812 | 38'506 CHF | 38'778 CHF | 98.78% | 98.78% |
13.12.2024 | 0.70% | 21.20 CHF | 21.35 CHF | 1'810 | 1'810 | 1'779 | 1'779 | 38'459 CHF | 38'726 CHF | 100.00% | 100.00% |
12.12.2024 | 0.70% | 21.60 CHF | 21.75 CHF | 1'850 | 1'850 | 1'831 | 1'831 | 39'219 CHF | 39'494 CHF | 100.00% | 100.00% |
11.12.2024 | 0.72% | 20.85 CHF | 21.00 CHF | 1'890 | 1'890 | 1'871 | 1'871 | 39'095 CHF | 39'376 CHF | 100.00% | 100.00% |
10.12.2024 | 0.97% | 20.40 CHF | 20.60 CHF | 1'770 | 1'770 | 1'744 | 1'744 | 36'244 CHF | 36'594 CHF | 100.00% | 100.00% |
09.12.2024 | 0.89% | 22.00 CHF | 22.20 CHF | 1'720 | 1'720 | 1'695 | 1'695 | 38'425 CHF | 38'764 CHF | 100.00% | 100.00% |
06.12.2024 | 0.88% | 22.40 CHF | 22.60 CHF | 1'690 | 1'690 | 1'668 | 1'668 | 38'232 CHF | 38'566 CHF | 100.00% | 100.00% |
05.12.2024 | 0.89% | 22.65 CHF | 22.85 CHF | 1'710 | 1'710 | 1'702 | 1'702 | 38'457 CHF | 38'798 CHF | 100.00% | 100.00% |
04.12.2024 | 0.89% | 22.30 CHF | 22.50 CHF | 1'720 | 1'720 | 1'704 | 1'704 | 38'434 CHF | 38'776 CHF | 100.00% | 100.00% |