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 | 0.95% | 22.82 CHF | 23.03 CHF | 2'200 | 2'200 | 2'200 | 2'200 | 48'490 CHF | 48'952 CHF | 100.00% | 100.00% |
18.12.2024 | 0.99% | 19.48 CHF | 19.67 CHF | 2'500 | 2'500 | 2'435 | 2'435 | 46'624 CHF | 47'087 CHF | 99.46% | 99.46% |
17.12.2024 | 1.09% | 17.30 CHF | 17.49 CHF | 2'400 | 2'400 | 2'400 | 2'400 | 41'743 CHF | 42'200 CHF | 100.00% | 100.00% |
16.12.2024 | 1.02% | 17.42 CHF | 17.60 CHF | 2'600 | 2'600 | 2'600 | 2'600 | 45'839 CHF | 46'307 CHF | 100.00% | 100.00% |
13.12.2024 | 1.10% | 16.45 CHF | 16.62 CHF | 2'800 | 2'800 | 2'800 | 2'800 | 43'043 CHF | 43'519 CHF | 100.00% | 100.00% |
12.12.2024 | 1.10% | 15.15 CHF | 15.31 CHF | 2'900 | 2'900 | 2'900 | 2'900 | 41'991 CHF | 42'455 CHF | 100.00% | 100.00% |
11.12.2024 | 1.10% | 14.19 CHF | 14.36 CHF | 2'800 | 2'800 | 2'800 | 2'800 | 43'112 CHF | 43'588 CHF | 100.00% | 100.00% |
10.12.2024 | 1.03% | 14.80 CHF | 14.94 CHF | 3'300 | 3'300 | 3'259 | 3'259 | 45'682 CHF | 46'154 CHF | 100.00% | 100.00% |
09.12.2024 | 1.22% | 13.10 CHF | 13.26 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 39'206 CHF | 39'686 CHF | 100.00% | 100.00% |
06.12.2024 | 1.12% | 13.78 CHF | 13.94 CHF | 2'900 | 2'900 | 2'900 | 2'900 | 41'084 CHF | 41'548 CHF | 100.00% | 100.00% |