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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.12.2024 | 0.98% | 2.94 CHF | 2.97 CHF | 23'200 | 23'200 | 22'916 | 22'916 | 69'718 CHF | 70'405 CHF | 100.00% | 100.00% |
13.12.2024 | 0.95% | 3.03 CHF | 3.06 CHF | 22'400 | 22'400 | 21'366 | 21'366 | 67'280 CHF | 67'921 CHF | 100.00% | 100.00% |
12.12.2024 | 0.96% | 3.14 CHF | 3.17 CHF | 22'800 | 22'800 | 23'689 | 23'689 | 73'348 CHF | 74'058 CHF | 100.00% | 100.00% |
11.12.2024 | 1.01% | 2.94 CHF | 2.97 CHF | 25'200 | 25'200 | 25'200 | 25'200 | 74'267 CHF | 75'023 CHF | 100.00% | 100.00% |
10.12.2024 | 1.02% | 2.83 CHF | 2.86 CHF | 21'200 | 21'200 | 21'166 | 21'166 | 62'263 CHF | 62'898 CHF | 100.00% | 100.00% |
09.12.2024 | 0.85% | 3.31 CHF | 3.34 CHF | 19'600 | 19'600 | 19'600 | 19'600 | 68'930 CHF | 69'518 CHF | 100.00% | 100.00% |
06.12.2024 | 0.83% | 3.44 CHF | 3.47 CHF | 19'000 | 19'000 | 19'000 | 19'000 | 68'294 CHF | 68'864 CHF | 100.00% | 100.00% |
05.12.2024 | 0.85% | 3.51 CHF | 3.54 CHF | 19'700 | 19'700 | 19'700 | 19'700 | 68'890 CHF | 69'481 CHF | 99.06% | 99.06% |
04.12.2024 | 0.86% | 3.39 CHF | 3.42 CHF | 19'700 | 19'700 | 19'700 | 19'700 | 68'657 CHF | 69'248 CHF | 99.74% | 99.74% |
03.12.2024 | 0.87% | 3.42 CHF | 3.45 CHF | 20'900 | 20'900 | 20'900 | 20'900 | 72'190 CHF | 72'817 CHF | 100.00% | 100.00% |