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 | 0.27% | 3.98 CHF | 3.99 CHF | 62'900 | 62'900 | 34'575 | 34'575 | 136'682 CHF | 137'043 CHF | 100.00% | 100.00% |
18.12.2024 | 0.29% | 3.63 CHF | 3.64 CHF | 75'200 | 75'200 | 41'318 | 41'318 | 148'676 CHF | 149'090 CHF | 99.36% | 99.36% |
17.12.2024 | 0.28% | 3.54 CHF | 3.55 CHF | 72'900 | 72'900 | 40'062 | 40'062 | 146'526 CHF | 146'927 CHF | 100.00% | 100.00% |
16.12.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 69'500 | 69'500 | 38'175 | 38'175 | 143'510 CHF | 143'892 CHF | 100.00% | 100.00% |
13.12.2024 | 0.28% | 3.75 CHF | 3.76 CHF | 71'300 | 71'300 | 39'190 | 39'190 | 144'516 CHF | 144'909 CHF | 100.00% | 100.00% |
12.12.2024 | 0.28% | 3.48 CHF | 3.49 CHF | 70'900 | 70'900 | 38'962 | 38'962 | 142'415 CHF | 142'806 CHF | 100.00% | 100.00% |
11.12.2024 | 0.27% | 3.63 CHF | 3.64 CHF | 66'500 | 66'500 | 37'292 | 37'292 | 142'033 CHF | 142'407 CHF | 99.90% | 99.90% |
10.12.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 68'500 | 68'500 | 38'553 | 38'553 | 145'337 CHF | 145'723 CHF | 100.00% | 100.00% |
09.12.2024 | 0.26% | 3.74 CHF | 3.75 CHF | 69'400 | 69'400 | 38'028 | 38'028 | 146'714 CHF | 147'095 CHF | 99.53% | 99.53% |
06.12.2024 | 0.27% | 3.83 CHF | 3.84 CHF | 68'700 | 68'700 | 37'745 | 37'745 | 144'428 CHF | 144'806 CHF | 100.00% | 100.00% |