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 | 0.45% | 2.25 CHF | 2.26 CHF | 32'300 | 32'300 | 32'080 | 32'080 | 70'876 CHF | 71'197 CHF | 100.00% | 100.00% |
18.12.2024 | 0.47% | 2.17 CHF | 2.18 CHF | 33'200 | 33'200 | 33'063 | 33'063 | 70'778 CHF | 71'108 CHF | 100.00% | 100.00% |
17.12.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 30'400 | 30'400 | 30'273 | 30'273 | 64'263 CHF | 64'566 CHF | 100.00% | 100.00% |
16.12.2024 | 0.45% | 2.33 CHF | 2.34 CHF | 40'000 | 40'000 | 39'457 | 39'457 | 87'424 CHF | 87'818 CHF | 100.00% | 100.00% |
13.12.2024 | 0.61% | 1.74 CHF | 1.75 CHF | 37'500 | 37'500 | 37'128 | 37'128 | 60'561 CHF | 60'932 CHF | 100.00% | 100.00% |
12.12.2024 | 0.49% | 1.91 CHF | 1.92 CHF | 31'700 | 31'700 | 31'954 | 31'954 | 65'583 CHF | 65'902 CHF | 100.00% | 100.00% |
11.12.2024 | 0.49% | 2.16 CHF | 2.17 CHF | 37'100 | 37'100 | 36'526 | 36'526 | 74'629 CHF | 74'994 CHF | 100.00% | 100.00% |
10.12.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 34'600 | 34'600 | 34'399 | 34'399 | 67'114 CHF | 67'458 CHF | 100.00% | 100.00% |
09.12.2024 | 0.46% | 1.96 CHF | 1.97 CHF | 27'000 | 27'000 | 27'007 | 27'007 | 58'826 CHF | 59'096 CHF | 100.00% | 100.00% |
06.12.2024 | 0.74% | 2.65 CHF | 2.67 CHF | 21'200 | 21'200 | 21'125 | 21'125 | 56'820 CHF | 57'242 CHF | 100.00% | 100.00% |