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 | 0.63% | 1.55 CHF | 1.56 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 47'267 CHF | 47'567 CHF | 99.50% | 99.53% |
18.12.2024 | 0.61% | 1.61 CHF | 1.62 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 48'897 CHF | 49'197 CHF | 99.53% | 99.53% |
17.12.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 49'424 CHF | 49'724 CHF | 99.55% | 99.55% |
16.12.2024 | 0.62% | 1.54 CHF | 1.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 40'450 CHF | 40'700 CHF | 99.54% | 99.54% |
13.12.2024 | 0.48% | 1.99 CHF | 2.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 51'725 CHF | 51'975 CHF | 99.50% | 99.56% |
12.12.2024 | 0.56% | 1.84 CHF | 1.85 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 53'036 CHF | 53'336 CHF | 99.29% | 99.29% |
11.12.2024 | 0.56% | 1.70 CHF | 1.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'564 CHF | 44'814 CHF | 99.53% | 99.53% |
10.12.2024 | 0.54% | 1.86 CHF | 1.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'044 CHF | 46'294 CHF | 99.53% | 99.53% |
09.12.2024 | 0.58% | 1.82 CHF | 1.83 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 51'831 CHF | 52'131 CHF | 99.55% | 99.55% |
06.12.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 52'827 CHF | 53'177 CHF | 99.49% | 99.49% |