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 | 0.82% | 3.56 CHF | 3.59 CHF | 20'200 | 20'200 | 19'998 | 19'998 | 72'711 CHF | 73'311 CHF | 100.00% | 100.00% |
18.12.2024 | 0.76% | 3.90 CHF | 3.93 CHF | 18'900 | 18'900 | 18'835 | 18'835 | 74'110 CHF | 74'675 CHF | 99.46% | 99.46% |
17.12.2024 | 0.72% | 4.15 CHF | 4.18 CHF | 18'600 | 18'600 | 18'526 | 18'526 | 76'777 CHF | 77'333 CHF | 100.00% | 100.00% |
16.12.2024 | 0.73% | 4.14 CHF | 4.17 CHF | 18'100 | 18'100 | 18'095 | 18'095 | 74'400 CHF | 74'943 CHF | 100.00% | 100.00% |
13.12.2024 | 0.68% | 4.27 CHF | 4.30 CHF | 17'400 | 17'400 | 17'256 | 17'256 | 76'404 CHF | 76'922 CHF | 100.00% | 100.00% |
12.12.2024 | 0.65% | 4.46 CHF | 4.49 CHF | 16'900 | 16'900 | 16'824 | 16'824 | 76'857 CHF | 77'362 CHF | 100.00% | 100.00% |
11.12.2024 | 0.67% | 4.61 CHF | 4.64 CHF | 17'000 | 17'000 | 17'255 | 17'255 | 76'486 CHF | 77'003 CHF | 100.00% | 100.00% |
10.12.2024 | 0.64% | 4.53 CHF | 4.56 CHF | 16'100 | 16'100 | 15'895 | 15'895 | 74'455 CHF | 74'931 CHF | 100.00% | 100.00% |
09.12.2024 | 0.61% | 4.86 CHF | 4.89 CHF | 16'200 | 16'200 | 16'163 | 16'163 | 78'651 CHF | 79'136 CHF | 100.00% | 100.00% |
06.12.2024 | 0.64% | 4.75 CHF | 4.78 CHF | 16'400 | 16'400 | 16'486 | 16'486 | 77'191 CHF | 77'686 CHF | 100.00% | 100.00% |