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 | 0.46% | 3.44 CHF | 3.45 CHF | 20'000 | 20'000 | 8'670 | 8'670 | 29'889 CHF | 29'991 CHF | 96.30% | 96.30% |
18.12.2024 | 0.27% | 3.62 CHF | 3.63 CHF | 20'000 | 20'000 | 9'021 | 9'021 | 32'783 CHF | 32'874 CHF | 97.45% | 97.45% |
17.12.2024 | 0.28% | 3.68 CHF | 3.69 CHF | 20'000 | 20'000 | 8'987 | 8'987 | 32'587 CHF | 32'676 CHF | 98.16% | 98.16% |
16.12.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 20'000 | 20'000 | 9'025 | 9'025 | 32'034 CHF | 32'124 CHF | 97.18% | 97.18% |
13.12.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 20'000 | 20'000 | 8'938 | 8'938 | 32'135 CHF | 32'224 CHF | 99.52% | 99.52% |
12.12.2024 | 0.28% | 3.68 CHF | 3.69 CHF | 20'000 | 20'000 | 8'937 | 8'937 | 32'065 CHF | 32'155 CHF | 99.50% | 99.50% |
11.12.2024 | 0.29% | 3.56 CHF | 3.57 CHF | 20'000 | 20'000 | 8'941 | 8'941 | 31'106 CHF | 31'195 CHF | 99.43% | 99.43% |
10.12.2024 | 0.29% | 3.51 CHF | 3.52 CHF | 20'000 | 20'000 | 8'953 | 8'953 | 31'201 CHF | 31'290 CHF | 99.23% | 99.23% |
09.12.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 20'000 | 20'000 | 8'966 | 8'966 | 30'664 CHF | 30'753 CHF | 98.65% | 98.65% |
06.12.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 20'000 | 20'000 | 8'935 | 8'935 | 30'627 CHF | 30'717 CHF | 99.61% | 99.61% |