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 | 1.00% | 30.75 CHF | 31.06 CHF | 15'000 | 16'000 | 15'908 | 16'000 | 498'190 CHF | 506'089 CHF | 99.69% | 99.69% |
18.12.2024 | 1.00% | 32.72 CHF | 33.05 CHF | 16'000 | 16'000 | 16'000 | 16'000 | 525'384 CHF | 530'664 CHF | 100.00% | 100.00% |
17.12.2024 | 0.99% | 33.66 CHF | 34.00 CHF | 15'710 | 14'690 | 15'714 | 15'069 | 535'825 CHF | 519'011 CHF | 100.00% | 100.00% |
16.12.2024 | 1.00% | 33.65 CHF | 33.99 CHF | 16'000 | 14'500 | 16'000 | 14'888 | 533'760 CHF | 501'727 CHF | 100.00% | 100.00% |
13.12.2024 | 1.00% | 33.16 CHF | 33.49 CHF | 15'275 | 16'000 | 15'660 | 16'000 | 520'761 CHF | 537'429 CHF | 100.00% | 100.00% |
12.12.2024 | 1.00% | 33.56 CHF | 33.90 CHF | 14'466 | 16'000 | 14'773 | 16'000 | 491'069 CHF | 537'246 CHF | 100.00% | 100.00% |
11.12.2024 | 0.99% | 31.83 CHF | 32.15 CHF | 16'000 | 16'000 | 16'000 | 16'000 | 501'287 CHF | 506'299 CHF | 99.99% | 99.99% |
10.12.2024 | 1.00% | 30.07 CHF | 30.37 CHF | 16'000 | 16'000 | 16'000 | 16'000 | 497'489 CHF | 502'495 CHF | 100.00% | 100.00% |
09.12.2024 | 1.00% | 31.97 CHF | 32.29 CHF | 15'950 | 15'495 | 15'959 | 15'529 | 516'667 CHF | 507'818 CHF | 100.00% | 100.00% |
06.12.2024 | 1.00% | 33.31 CHF | 33.64 CHF | 16'000 | 15'500 | 16'000 | 15'591 | 521'087 CHF | 512'867 CHF | 99.98% | 99.98% |