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 | 2.52% | 0.38 CHF | 0.39 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 27'445 CHF | 28'145 CHF | 100.00% | 100.00% |
18.12.2024 | 2.95% | 0.34 CHF | 0.35 CHF | 68'000 | 68'000 | 67'974 | 67'974 | 22'724 CHF | 23'404 CHF | 100.00% | 100.00% |
17.12.2024 | 3.17% | 0.33 CHF | 0.34 CHF | 68'000 | 68'000 | 68'000 | 68'000 | 21'107 CHF | 21'787 CHF | 100.00% | 100.00% |
16.12.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 68'000 | 68'000 | 67'961 | 67'961 | 20'466 CHF | 21'146 CHF | 100.00% | 100.00% |
13.12.2024 | 3.60% | 0.29 CHF | 0.30 CHF | 68'000 | 68'000 | 67'627 | 67'627 | 18'475 CHF | 19'152 CHF | 100.00% | 100.00% |
12.12.2024 | 3.45% | 0.29 CHF | 0.30 CHF | 68'000 | 68'000 | 67'945 | 67'945 | 19'394 CHF | 20'074 CHF | 100.00% | 100.00% |
11.12.2024 | 3.48% | 0.27 CHF | 0.28 CHF | 68'000 | 68'000 | 67'868 | 67'868 | 19'229 CHF | 19'909 CHF | 100.00% | 100.00% |
10.12.2024 | 3.34% | 0.30 CHF | 0.31 CHF | 68'000 | 68'000 | 68'000 | 68'000 | 20'008 CHF | 20'688 CHF | 100.00% | 100.00% |
09.12.2024 | 3.39% | 0.30 CHF | 0.31 CHF | 68'000 | 68'000 | 68'000 | 68'000 | 19'701 CHF | 20'381 CHF | 100.00% | 100.00% |
06.12.2024 | 3.20% | 0.32 CHF | 0.33 CHF | 68'000 | 68'000 | 68'000 | 68'000 | 20'935 CHF | 21'615 CHF | 100.00% | 100.00% |