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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.12.2024 | 0.43% | 2.22 CHF | 2.23 CHF | 98'400 | 98'400 | 109'986 | 109'986 | 252'844 CHF | 253'944 CHF | 100.00% | 100.00% |
20.12.2024 | 0.52% | 2.21 CHF | 2.22 CHF | 122'300 | 122'300 | 108'837 | 108'837 | 210'610 CHF | 211'698 CHF | 100.00% | 100.00% |
19.12.2024 | 0.66% | 1.81 CHF | 1.82 CHF | 95'600 | 95'600 | 83'201 | 83'201 | 182'138 CHF | 183'313 CHF | 100.00% | 100.00% |
18.12.2024 | 0.61% | 3.09 CHF | 3.11 CHF | 70'200 | 70'200 | 70'667 | 70'667 | 229'613 CHF | 231'026 CHF | 100.00% | 100.00% |
17.12.2024 | 0.62% | 3.27 CHF | 3.29 CHF | 71'100 | 71'100 | 67'462 | 67'462 | 215'964 CHF | 217'313 CHF | 100.00% | 100.00% |
16.12.2024 | 0.56% | 3.56 CHF | 3.58 CHF | 63'700 | 63'700 | 62'820 | 62'820 | 225'640 CHF | 226'896 CHF | 99.86% | 99.86% |
13.12.2024 | 0.67% | 3.47 CHF | 3.49 CHF | 61'900 | 61'900 | 51'804 | 51'804 | 190'018 CHF | 191'253 CHF | 100.00% | 100.00% |
12.12.2024 | 0.42% | 4.27 CHF | 4.30 CHF | 41'100 | 41'100 | 42'074 | 42'074 | 235'716 CHF | 236'660 CHF | 100.00% | 100.00% |
11.12.2024 | 0.36% | 6.17 CHF | 6.19 CHF | 43'100 | 43'100 | 41'883 | 41'883 | 234'453 CHF | 235'291 CHF | 100.00% | 100.00% |
10.12.2024 | 0.35% | 5.87 CHF | 5.89 CHF | 40'600 | 40'600 | 42'108 | 42'108 | 243'606 CHF | 244'448 CHF | 100.00% | 100.00% |