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 | 0.59% | 6.88 CHF | 6.92 CHF | 12'600 | 12'600 | 12'494 | 12'494 | 84'419 CHF | 84'918 CHF | 100.00% | 100.00% |
18.12.2024 | 0.63% | 6.34 CHF | 6.38 CHF | 13'200 | 13'200 | 13'135 | 13'135 | 82'490 CHF | 83'015 CHF | 99.46% | 99.46% |
17.12.2024 | 0.67% | 5.96 CHF | 6.00 CHF | 13'100 | 13'100 | 13'063 | 13'063 | 78'107 CHF | 78'630 CHF | 100.00% | 100.00% |
16.12.2024 | 0.66% | 5.98 CHF | 6.02 CHF | 13'600 | 13'600 | 13'586 | 13'586 | 81'830 CHF | 82'373 CHF | 100.00% | 100.00% |
13.12.2024 | 0.71% | 5.81 CHF | 5.85 CHF | 14'200 | 14'200 | 13'966 | 13'966 | 78'413 CHF | 78'971 CHF | 100.00% | 100.00% |
12.12.2024 | 0.73% | 5.57 CHF | 5.61 CHF | 14'400 | 14'400 | 14'350 | 14'350 | 78'147 CHF | 78'721 CHF | 100.00% | 100.00% |
11.12.2024 | 0.71% | 5.39 CHF | 5.43 CHF | 13'800 | 13'800 | 13'961 | 13'961 | 78'387 CHF | 78'945 CHF | 100.00% | 100.00% |
10.12.2024 | 0.56% | 5.51 CHF | 5.54 CHF | 15'400 | 15'400 | 15'277 | 15'277 | 81'765 CHF | 82'223 CHF | 100.00% | 100.00% |
09.12.2024 | 0.77% | 5.16 CHF | 5.20 CHF | 14'600 | 14'600 | 14'525 | 14'525 | 74'896 CHF | 75'477 CHF | 100.00% | 100.00% |
06.12.2024 | 0.74% | 5.29 CHF | 5.33 CHF | 14'300 | 14'300 | 14'386 | 14'386 | 77'173 CHF | 77'748 CHF | 100.00% | 100.00% |