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 | 0.60% | 1.68 CHF | 1.69 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 49'570 CHF | 49'870 CHF | 100.00% | 100.00% |
18.12.2024 | 0.56% | 1.76 CHF | 1.77 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 53'144 CHF | 53'444 CHF | 94.51% | 94.51% |
17.12.2024 | 0.55% | 1.79 CHF | 1.80 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 54'654 CHF | 54'954 CHF | 99.89% | 99.89% |
16.12.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 55'230 CHF | 55'530 CHF | 99.25% | 99.25% |
13.12.2024 | 0.52% | 1.86 CHF | 1.87 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 57'053 CHF | 57'353 CHF | 100.00% | 100.00% |
12.12.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 56'286 CHF | 56'586 CHF | 100.00% | 100.00% |
11.12.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 30'000 | 30'000 | 29'989 | 30'000 | 56'425 CHF | 56'746 CHF | 100.00% | 100.00% |
10.12.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 55'801 CHF | 56'101 CHF | 98.71% | 98.71% |
09.12.2024 | 0.53% | 1.85 CHF | 1.86 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 56'144 CHF | 56'444 CHF | 100.00% | 100.00% |
06.12.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 30'000 | 30'000 | 30'000 | 29'989 | 55'200 CHF | 55'479 CHF | 100.00% | 100.00% |