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 | 0.49% | 5.95 CHF | 5.98 CHF | 11'700 | 11'700 | 11'619 | 11'619 | 70'766 CHF | 71'115 CHF | 100.00% | 100.00% |
18.12.2024 | 0.47% | 6.25 CHF | 6.28 CHF | 11'100 | 11'100 | 11'054 | 11'054 | 70'265 CHF | 70'597 CHF | 100.00% | 100.00% |
17.12.2024 | 0.46% | 6.45 CHF | 6.48 CHF | 11'800 | 11'800 | 11'751 | 11'751 | 75'710 CHF | 76'063 CHF | 100.00% | 100.00% |
16.12.2024 | 0.48% | 5.86 CHF | 5.89 CHF | 9'200 | 9'200 | 9'099 | 9'099 | 57'486 CHF | 57'758 CHF | 99.99% | 99.99% |
13.12.2024 | 0.34% | 8.39 CHF | 8.42 CHF | 9'000 | 9'000 | 8'890 | 8'890 | 78'547 CHF | 78'814 CHF | 100.00% | 100.00% |
12.12.2024 | 0.42% | 7.63 CHF | 7.66 CHF | 10'300 | 10'300 | 10'354 | 10'354 | 74'503 CHF | 74'814 CHF | 100.00% | 100.00% |
11.12.2024 | 0.41% | 6.81 CHF | 6.84 CHF | 9'500 | 9'500 | 9'295 | 9'295 | 67'715 CHF | 67'994 CHF | 100.00% | 100.00% |
10.12.2024 | 0.39% | 7.72 CHF | 7.75 CHF | 9'700 | 9'700 | 9'648 | 9'648 | 73'612 CHF | 73'902 CHF | 100.00% | 100.00% |
09.12.2024 | 0.43% | 7.53 CHF | 7.56 CHF | 11'400 | 11'400 | 11'381 | 11'381 | 79'844 CHF | 80'186 CHF | 100.00% | 100.00% |
06.12.2024 | 0.34% | 5.95 CHF | 5.97 CHF | 13'800 | 13'800 | 13'752 | 13'752 | 81'049 CHF | 81'324 CHF | 100.00% | 100.00% |