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 | 0.44% | 2.31 CHF | 2.32 CHF | 57'100 | 57'100 | 56'715 | 56'715 | 129'971 CHF | 130'539 CHF | 100.00% | 100.00% |
18.12.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 57'600 | 57'600 | 57'363 | 57'363 | 129'693 CHF | 130'267 CHF | 100.00% | 100.00% |
17.12.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 54'900 | 54'900 | 54'671 | 54'671 | 123'297 CHF | 123'844 CHF | 100.00% | 100.00% |
16.12.2024 | 0.44% | 2.36 CHF | 2.37 CHF | 64'900 | 64'900 | 64'055 | 64'055 | 146'847 CHF | 147'488 CHF | 100.00% | 100.00% |
13.12.2024 | 0.51% | 2.03 CHF | 2.04 CHF | 61'400 | 61'400 | 60'820 | 60'820 | 119'402 CHF | 120'010 CHF | 100.00% | 100.00% |
12.12.2024 | 0.46% | 2.11 CHF | 2.12 CHF | 56'500 | 56'500 | 57'132 | 57'132 | 124'811 CHF | 125'383 CHF | 100.00% | 100.00% |
11.12.2024 | 0.46% | 2.23 CHF | 2.24 CHF | 62'700 | 62'700 | 61'686 | 61'686 | 133'888 CHF | 134'505 CHF | 100.00% | 100.00% |
10.12.2024 | 0.47% | 2.11 CHF | 2.12 CHF | 59'900 | 59'900 | 59'549 | 59'549 | 126'160 CHF | 126'755 CHF | 100.00% | 100.00% |
09.12.2024 | 0.45% | 2.13 CHF | 2.14 CHF | 52'600 | 52'600 | 52'588 | 52'588 | 117'519 CHF | 118'045 CHF | 100.00% | 100.00% |
06.12.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 47'000 | 47'000 | 46'836 | 46'836 | 115'734 CHF | 116'202 CHF | 100.00% | 100.00% |