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 | 0.45% | 11.20 CHF | 11.25 CHF | 8'500 | 8'500 | 8'403 | 8'403 | 93'356 CHF | 93'777 CHF | 100.00% | 100.00% |
18.12.2024 | 0.47% | 10.75 CHF | 10.80 CHF | 8'400 | 8'400 | 8'265 | 8'265 | 88'392 CHF | 88'806 CHF | 100.00% | 100.00% |
17.12.2024 | 0.48% | 10.40 CHF | 10.45 CHF | 8'200 | 8'200 | 8'208 | 8'208 | 85'511 CHF | 85'922 CHF | 100.00% | 100.00% |
16.12.2024 | 0.48% | 10.45 CHF | 10.50 CHF | 8'300 | 8'300 | 8'183 | 8'183 | 85'652 CHF | 86'062 CHF | 98.72% | 98.72% |
13.12.2024 | 0.42% | 10.25 CHF | 10.30 CHF | 8'200 | 8'200 | 8'034 | 8'034 | 80'883 CHF | 81'222 CHF | 100.00% | 100.00% |
12.12.2024 | 0.16% | 10.00 CHF | 10.05 CHF | 8'000 | 8'000 | 7'914 | 7'914 | 78'373 CHF | 78'502 CHF | 100.00% | 100.00% |
11.12.2024 | 0.39% | 9.86 CHF | 9.87 CHF | 7'900 | 7'900 | 7'969 | 7'969 | 80'258 CHF | 80'568 CHF | 100.00% | 100.00% |
10.12.2024 | 0.10% | 9.97 CHF | 9.98 CHF | 8'000 | 8'000 | 7'842 | 7'842 | 76'753 CHF | 76'832 CHF | 100.00% | 100.00% |
09.12.2024 | 0.11% | 9.58 CHF | 9.59 CHF | 7'800 | 7'800 | 7'785 | 7'785 | 74'531 CHF | 74'609 CHF | 100.00% | 100.00% |
06.12.2024 | 0.10% | 9.74 CHF | 9.75 CHF | 7'900 | 7'900 | 7'849 | 7'849 | 77'026 CHF | 77'104 CHF | 100.00% | 100.00% |