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 | 0.48% | 3.30 CHF | 3.31 CHF | 20'000 | 20'000 | 8'674 | 8'674 | 28'686 CHF | 28'789 CHF | 96.33% | 96.33% |
18.12.2024 | 0.28% | 3.48 CHF | 3.49 CHF | 20'000 | 20'000 | 9'018 | 9'018 | 31'514 CHF | 31'604 CHF | 97.42% | 97.42% |
17.12.2024 | 0.29% | 3.54 CHF | 3.55 CHF | 20'000 | 20'000 | 8'983 | 8'983 | 31'315 CHF | 31'405 CHF | 98.13% | 98.13% |
16.12.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 20'000 | 20'000 | 9'029 | 9'029 | 30'787 CHF | 30'877 CHF | 97.21% | 97.21% |
13.12.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 20'000 | 20'000 | 8'941 | 8'941 | 30'902 CHF | 30'991 CHF | 99.56% | 99.56% |
12.12.2024 | 0.29% | 3.54 CHF | 3.55 CHF | 20'000 | 20'000 | 8'937 | 8'937 | 30'827 CHF | 30'917 CHF | 99.56% | 99.56% |
11.12.2024 | 0.30% | 3.43 CHF | 3.44 CHF | 20'000 | 20'000 | 8'946 | 8'946 | 29'888 CHF | 29'977 CHF | 99.48% | 99.48% |
10.12.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 20'000 | 20'000 | 8'954 | 8'954 | 29'974 CHF | 30'063 CHF | 99.26% | 99.26% |
09.12.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 20'000 | 20'000 | 8'967 | 8'967 | 29'441 CHF | 29'531 CHF | 98.69% | 98.69% |
06.12.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 20'000 | 20'000 | 8'935 | 8'935 | 29'408 CHF | 29'497 CHF | 99.63% | 99.63% |