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 | 0.66% | 3.02 CHF | 3.04 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 121'060 CHF | 121'860 CHF | 99.88% | 99.88% |
18.12.2024 | 0.62% | 3.12 CHF | 3.14 CHF | 40'000 | 40'000 | 39'998 | 39'998 | 128'393 CHF | 129'193 CHF | 98.16% | 98.16% |
17.12.2024 | 0.61% | 3.33 CHF | 3.35 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 131'202 CHF | 132'002 CHF | 98.85% | 98.85% |
16.12.2024 | 0.61% | 3.28 CHF | 3.30 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 129'883 CHF | 130'683 CHF | 100.00% | 100.00% |
13.12.2024 | 0.61% | 3.22 CHF | 3.24 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 129'905 CHF | 130'705 CHF | 100.00% | 100.00% |
12.12.2024 | 0.61% | 3.29 CHF | 3.31 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 130'215 CHF | 131'015 CHF | 97.72% | 97.72% |
11.12.2024 | 0.62% | 3.29 CHF | 3.31 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 128'344 CHF | 129'144 CHF | 99.52% | 99.52% |
10.12.2024 | 0.65% | 3.16 CHF | 3.18 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 122'566 CHF | 123'366 CHF | 99.59% | 99.59% |
09.12.2024 | 0.66% | 2.99 CHF | 3.01 CHF | 40'000 | 40'000 | 39'999 | 39'999 | 120'596 CHF | 121'396 CHF | 98.45% | 98.45% |
06.12.2024 | 0.66% | 3.08 CHF | 3.10 CHF | 40'000 | 40'000 | 39'987 | 39'987 | 120'447 CHF | 121'247 CHF | 100.00% | 100.00% |