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 | 0.35% | 6.67 CHF | 6.68 CHF | 21'200 | 21'200 | 11'599 | 11'599 | 78'138 CHF | 78'373 CHF | 100.00% | 100.00% |
18.12.2024 | 0.33% | 8.38 CHF | 8.39 CHF | 15'400 | 15'400 | 8'399 | 8'399 | 71'636 CHF | 71'837 CHF | 96.13% | 96.13% |
17.12.2024 | 0.34% | 8.82 CHF | 8.83 CHF | 16'100 | 16'100 | 8'892 | 8'892 | 74'277 CHF | 74'489 CHF | 99.55% | 99.55% |
16.12.2024 | 0.29% | 7.95 CHF | 7.96 CHF | 17'100 | 17'100 | 9'452 | 9'452 | 74'593 CHF | 74'781 CHF | 99.78% | 99.78% |
13.12.2024 | 0.35% | 7.95 CHF | 7.96 CHF | 16'400 | 16'400 | 9'017 | 9'017 | 74'037 CHF | 74'252 CHF | 99.85% | 99.85% |
12.12.2024 | 0.32% | 8.95 CHF | 8.96 CHF | 16'600 | 16'600 | 9'165 | 9'165 | 75'152 CHF | 75'348 CHF | 99.78% | 99.78% |
11.12.2024 | 0.31% | 8.18 CHF | 8.19 CHF | 18'000 | 18'000 | 10'206 | 10'206 | 77'043 CHF | 77'246 CHF | 94.55% | 94.55% |
10.12.2024 | 0.31% | 7.89 CHF | 7.90 CHF | 17'200 | 17'200 | 9'739 | 9'739 | 74'317 CHF | 74'511 CHF | 98.95% | 98.95% |
09.12.2024 | 0.32% | 7.66 CHF | 7.67 CHF | 18'600 | 18'600 | 10'276 | 10'276 | 74'737 CHF | 74'942 CHF | 96.72% | 96.72% |
06.12.2024 | 0.32% | 7.35 CHF | 7.36 CHF | 18'800 | 18'800 | 10'389 | 10'389 | 76'461 CHF | 76'667 CHF | 99.62% | 99.62% |