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 | 0.34% | 14.80 CHF | 14.85 CHF | 8'500 | 8'500 | 8'405 | 8'405 | 123'592 CHF | 124'013 CHF | 100.00% | 100.00% |
18.12.2024 | 0.35% | 14.35 CHF | 14.40 CHF | 8'300 | 8'300 | 8'268 | 8'268 | 118'092 CHF | 118'506 CHF | 100.00% | 100.00% |
17.12.2024 | 0.36% | 14.00 CHF | 14.05 CHF | 8'200 | 8'200 | 8'209 | 8'209 | 114'958 CHF | 115'369 CHF | 100.00% | 100.00% |
16.12.2024 | 0.36% | 14.00 CHF | 14.05 CHF | 8'300 | 8'300 | 8'193 | 8'193 | 115'179 CHF | 115'589 CHF | 98.72% | 98.72% |
13.12.2024 | 0.37% | 13.85 CHF | 13.90 CHF | 8'200 | 8'200 | 8'031 | 8'031 | 109'699 CHF | 110'101 CHF | 100.00% | 100.00% |
12.12.2024 | 0.37% | 13.60 CHF | 13.65 CHF | 8'000 | 8'000 | 7'915 | 7'915 | 106'716 CHF | 107'112 CHF | 100.00% | 100.00% |
11.12.2024 | 0.37% | 13.45 CHF | 13.50 CHF | 7'900 | 7'900 | 7'972 | 7'972 | 108'900 CHF | 109'299 CHF | 100.00% | 100.00% |
10.12.2024 | 0.38% | 13.55 CHF | 13.60 CHF | 8'000 | 8'000 | 7'842 | 7'842 | 104'785 CHF | 105'178 CHF | 100.00% | 100.00% |
09.12.2024 | 0.38% | 13.15 CHF | 13.20 CHF | 7'800 | 7'800 | 7'780 | 7'780 | 102'315 CHF | 102'704 CHF | 100.00% | 100.00% |
06.12.2024 | 0.38% | 13.30 CHF | 13.35 CHF | 7'900 | 7'900 | 7'850 | 7'850 | 105'111 CHF | 105'504 CHF | 100.00% | 100.00% |