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 | 0.45% | 3.49 CHF | 3.50 CHF | 20'000 | 20'000 | 8'669 | 8'669 | 30'329 CHF | 30'431 CHF | 96.29% | 96.29% |
18.12.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 20'000 | 20'000 | 9'021 | 9'021 | 33'241 CHF | 33'331 CHF | 97.41% | 97.41% |
17.12.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 20'000 | 20'000 | 8'988 | 8'988 | 33'048 CHF | 33'138 CHF | 98.12% | 98.12% |
16.12.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 20'000 | 20'000 | 9'026 | 9'026 | 32'495 CHF | 32'586 CHF | 97.15% | 97.15% |
13.12.2024 | 0.27% | 3.61 CHF | 3.62 CHF | 20'000 | 20'000 | 8'938 | 8'938 | 32'592 CHF | 32'681 CHF | 99.49% | 99.49% |
12.12.2024 | 0.28% | 3.73 CHF | 3.74 CHF | 20'000 | 20'000 | 8'938 | 8'938 | 32'521 CHF | 32'610 CHF | 99.46% | 99.46% |
11.12.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 20'000 | 20'000 | 8'942 | 8'942 | 31'556 CHF | 31'646 CHF | 99.43% | 99.43% |
10.12.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 20'000 | 20'000 | 8'953 | 8'953 | 31'647 CHF | 31'737 CHF | 99.22% | 99.22% |
09.12.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 20'000 | 20'000 | 8'965 | 8'965 | 31'111 CHF | 31'200 CHF | 98.65% | 98.65% |
06.12.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 20'000 | 20'000 | 8'935 | 8'935 | 31'073 CHF | 31'163 CHF | 99.59% | 99.59% |