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 | 2.99% | 0.62 CHF | 0.63 CHF | 89'000 | 89'000 | 40'095 | 40'095 | 24'628 CHF | 25'250 CHF | 99.75% | 99.75% |
18.12.2024 | 2.67% | 0.67 CHF | 0.68 CHF | 88'000 | 88'000 | 39'551 | 39'551 | 26'322 CHF | 26'920 CHF | 99.13% | 99.13% |
17.12.2024 | 3.00% | 0.67 CHF | 0.68 CHF | 88'000 | 88'000 | 40'020 | 40'020 | 24'765 CHF | 25'374 CHF | 100.00% | 100.00% |
16.12.2024 | 2.72% | 0.67 CHF | 0.68 CHF | 88'000 | 88'000 | 39'938 | 39'938 | 26'508 CHF | 27'116 CHF | 99.90% | 99.90% |
13.12.2024 | 2.53% | 0.70 CHF | 0.71 CHF | 88'000 | 88'000 | 39'373 | 39'373 | 27'382 CHF | 27'980 CHF | 100.00% | 100.00% |
12.12.2024 | 2.77% | 0.69 CHF | 0.70 CHF | 88'000 | 88'000 | 39'899 | 39'899 | 26'526 CHF | 27'133 CHF | 100.00% | 100.00% |
11.12.2024 | 2.87% | 0.67 CHF | 0.68 CHF | 89'000 | 89'000 | 40'180 | 40'180 | 25'590 CHF | 26'201 CHF | 100.00% | 100.00% |
10.12.2024 | 2.98% | 0.59 CHF | 0.60 CHF | 91'000 | 91'000 | 40'908 | 40'908 | 23'814 CHF | 24'434 CHF | 100.00% | 100.00% |
09.12.2024 | 2.98% | 0.60 CHF | 0.61 CHF | 91'000 | 91'000 | 40'959 | 40'959 | 24'041 CHF | 24'662 CHF | 100.00% | 100.00% |
06.12.2024 | 2.78% | 0.62 CHF | 0.63 CHF | 91'000 | 91'000 | 40'759 | 40'759 | 25'929 CHF | 26'542 CHF | 97.26% | 97.26% |