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 | 0.62% | 1.63 CHF | 1.64 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 56'328 CHF | 56'678 CHF | 100.00% | 100.00% |
18.12.2024 | 0.58% | 1.72 CHF | 1.73 CHF | 34'000 | 34'000 | 33'990 | 33'990 | 58'785 CHF | 59'125 CHF | 100.00% | 100.00% |
17.12.2024 | 0.56% | 1.74 CHF | 1.75 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 60'491 CHF | 60'831 CHF | 100.00% | 100.00% |
16.12.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 34'000 | 34'000 | 33'981 | 33'981 | 61'108 CHF | 61'448 CHF | 100.00% | 100.00% |
13.12.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 34'000 | 34'000 | 33'814 | 33'814 | 62'874 CHF | 63'212 CHF | 100.00% | 100.00% |
12.12.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 34'000 | 34'000 | 33'975 | 33'975 | 62'310 CHF | 62'650 CHF | 100.00% | 100.00% |
11.12.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 34'000 | 34'000 | 33'941 | 33'941 | 62'415 CHF | 62'755 CHF | 100.00% | 100.00% |
10.12.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 61'813 CHF | 62'153 CHF | 100.00% | 100.00% |
09.12.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 62'196 CHF | 62'536 CHF | 100.00% | 100.00% |
06.12.2024 | 0.55% | 1.77 CHF | 1.78 CHF | 34'000 | 34'000 | 34'000 | 34'000 | 61'115 CHF | 61'455 CHF | 100.00% | 100.00% |