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 | 0.44% | 3.55 CHF | 3.56 CHF | 20'000 | 20'000 | 8'673 | 8'673 | 30'870 CHF | 30'972 CHF | 96.32% | 96.32% |
18.12.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 20'000 | 20'000 | 9'018 | 9'018 | 33'777 CHF | 33'867 CHF | 97.41% | 97.41% |
17.12.2024 | 0.27% | 3.79 CHF | 3.80 CHF | 20'000 | 20'000 | 8'982 | 8'982 | 33'571 CHF | 33'661 CHF | 98.11% | 98.11% |
16.12.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 20'000 | 20'000 | 9'029 | 9'029 | 33'052 CHF | 33'142 CHF | 97.19% | 97.19% |
13.12.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 20'000 | 20'000 | 8'941 | 8'941 | 33'142 CHF | 33'232 CHF | 99.55% | 99.55% |
12.12.2024 | 0.27% | 3.79 CHF | 3.80 CHF | 20'000 | 20'000 | 8'938 | 8'938 | 33'055 CHF | 33'144 CHF | 99.55% | 99.55% |
11.12.2024 | 0.28% | 3.67 CHF | 3.68 CHF | 20'000 | 20'000 | 8'944 | 8'944 | 32'100 CHF | 32'189 CHF | 99.47% | 99.47% |
10.12.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 20'000 | 20'000 | 8'954 | 8'954 | 32'185 CHF | 32'275 CHF | 99.25% | 99.25% |
09.12.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 20'000 | 20'000 | 8'967 | 8'967 | 31'649 CHF | 31'738 CHF | 98.68% | 98.68% |
06.12.2024 | 0.28% | 3.53 CHF | 3.54 CHF | 20'000 | 20'000 | 8'935 | 8'935 | 31'604 CHF | 31'693 CHF | 99.62% | 99.62% |