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 | 0.50% | 3.13 CHF | 3.14 CHF | 20'000 | 20'000 | 8'671 | 8'671 | 27'234 CHF | 27'337 CHF | 96.31% | 96.31% |
18.12.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 20'000 | 20'000 | 9'022 | 9'022 | 30'033 CHF | 30'123 CHF | 97.45% | 97.45% |
17.12.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 20'000 | 20'000 | 8'988 | 8'988 | 29'841 CHF | 29'931 CHF | 98.18% | 98.18% |
16.12.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 20'000 | 20'000 | 9'026 | 9'026 | 29'284 CHF | 29'375 CHF | 97.21% | 97.21% |
13.12.2024 | 0.30% | 3.26 CHF | 3.27 CHF | 20'000 | 20'000 | 8'938 | 8'938 | 29'413 CHF | 29'502 CHF | 99.53% | 99.53% |
12.12.2024 | 0.31% | 3.37 CHF | 3.38 CHF | 20'000 | 20'000 | 8'937 | 8'937 | 29'357 CHF | 29'447 CHF | 99.56% | 99.56% |
11.12.2024 | 0.32% | 3.26 CHF | 3.27 CHF | 20'000 | 20'000 | 8'942 | 8'942 | 28'414 CHF | 28'504 CHF | 99.45% | 99.45% |
10.12.2024 | 0.32% | 3.21 CHF | 3.22 CHF | 20'000 | 20'000 | 8'954 | 8'954 | 28'514 CHF | 28'604 CHF | 99.26% | 99.26% |
09.12.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 20'000 | 20'000 | 8'967 | 8'967 | 27'982 CHF | 28'071 CHF | 98.67% | 98.67% |
06.12.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 20'000 | 20'000 | 8'935 | 8'935 | 27'959 CHF | 28'048 CHF | 99.63% | 99.63% |