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% | 3.24 CHF | 3.25 CHF | 20'000 | 20'000 | 8'672 | 8'672 | 28'159 CHF | 28'261 CHF | 96.32% | 96.32% |
18.12.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 20'000 | 20'000 | 9'018 | 9'018 | 30'972 CHF | 31'062 CHF | 97.41% | 97.41% |
17.12.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 20'000 | 20'000 | 8'982 | 8'982 | 30'770 CHF | 30'860 CHF | 98.10% | 98.10% |
16.12.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 20'000 | 20'000 | 9'028 | 9'028 | 30'245 CHF | 30'336 CHF | 97.19% | 97.19% |
13.12.2024 | 0.29% | 3.36 CHF | 3.37 CHF | 20'000 | 20'000 | 8'940 | 8'940 | 30'363 CHF | 30'452 CHF | 99.53% | 99.53% |
12.12.2024 | 0.30% | 3.48 CHF | 3.49 CHF | 20'000 | 20'000 | 8'938 | 8'938 | 30'297 CHF | 30'387 CHF | 99.53% | 99.53% |
11.12.2024 | 0.31% | 3.37 CHF | 3.38 CHF | 20'000 | 20'000 | 8'943 | 8'943 | 29'352 CHF | 29'441 CHF | 99.46% | 99.46% |
10.12.2024 | 0.31% | 3.32 CHF | 3.33 CHF | 20'000 | 20'000 | 8'953 | 8'953 | 29'444 CHF | 29'533 CHF | 99.24% | 99.24% |
09.12.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 20'000 | 20'000 | 8'966 | 8'966 | 28'910 CHF | 29'000 CHF | 98.67% | 98.67% |
06.12.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 20'000 | 20'000 | 8'935 | 8'935 | 28'882 CHF | 28'971 CHF | 99.61% | 99.61% |