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 | 0.24% | 4.13 CHF | 4.14 CHF | 32'200 | 32'200 | 32'012 | 32'012 | 132'552 CHF | 132'873 CHF | 100.00% | 100.00% |
18.12.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 32'410 | 32'410 | 32'143 | 32'143 | 132'942 CHF | 133'264 CHF | 100.00% | 100.00% |
17.12.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 32'030 | 32'030 | 31'959 | 31'959 | 130'116 CHF | 130'436 CHF | 100.00% | 100.00% |
16.12.2024 | 0.25% | 4.09 CHF | 4.10 CHF | 32'250 | 32'250 | 31'907 | 31'907 | 130'548 CHF | 130'867 CHF | 98.73% | 98.73% |
13.12.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 31'980 | 31'980 | 31'680 | 31'680 | 127'861 CHF | 128'178 CHF | 100.00% | 100.00% |
12.12.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 31'830 | 31'830 | 31'531 | 31'531 | 127'556 CHF | 127'871 CHF | 100.00% | 100.00% |
11.12.2024 | 0.25% | 4.06 CHF | 4.07 CHF | 31'740 | 31'740 | 31'458 | 31'458 | 127'733 CHF | 128'048 CHF | 100.00% | 100.00% |
10.12.2024 | 0.25% | 4.07 CHF | 4.08 CHF | 31'770 | 31'770 | 31'274 | 31'274 | 126'039 CHF | 126'352 CHF | 100.00% | 100.00% |
09.12.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 31'390 | 31'390 | 31'236 | 31'236 | 124'931 CHF | 125'244 CHF | 100.00% | 100.00% |
06.12.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 31'360 | 31'360 | 31'032 | 31'032 | 122'857 CHF | 123'168 CHF | 100.00% | 100.00% |