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% | 3.38 CHF | 3.39 CHF | 20'000 | 20'000 | 8'670 | 8'670 | 29'386 CHF | 29'488 CHF | 96.30% | 96.30% |
18.12.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 20'000 | 20'000 | 9'021 | 9'021 | 32'261 CHF | 32'351 CHF | 97.44% | 97.44% |
17.12.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 20'000 | 20'000 | 8'987 | 8'987 | 32'066 CHF | 32'156 CHF | 98.16% | 98.16% |
16.12.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 20'000 | 20'000 | 9'025 | 9'025 | 31'513 CHF | 31'603 CHF | 97.19% | 97.19% |
13.12.2024 | 0.28% | 3.50 CHF | 3.51 CHF | 20'000 | 20'000 | 8'938 | 8'938 | 31'619 CHF | 31'708 CHF | 99.52% | 99.52% |
12.12.2024 | 0.29% | 3.62 CHF | 3.63 CHF | 20'000 | 20'000 | 8'937 | 8'937 | 31'552 CHF | 31'641 CHF | 99.52% | 99.52% |
11.12.2024 | 0.29% | 3.51 CHF | 3.52 CHF | 20'000 | 20'000 | 8'942 | 8'942 | 30'596 CHF | 30'685 CHF | 99.43% | 99.43% |
10.12.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 20'000 | 20'000 | 8'953 | 8'953 | 30'692 CHF | 30'781 CHF | 99.24% | 99.24% |
09.12.2024 | 0.30% | 3.41 CHF | 3.42 CHF | 20'000 | 20'000 | 8'966 | 8'966 | 30'155 CHF | 30'245 CHF | 98.66% | 98.66% |
06.12.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 20'000 | 20'000 | 8'935 | 8'935 | 30'122 CHF | 30'211 CHF | 99.61% | 99.61% |