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% | 16.97 CHF | 17.01 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 68'763 CHF | 68'947 CHF | 99.51% | 99.51% |
18.12.2024 | 0.27% | 17.45 CHF | 17.49 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 70'436 CHF | 70'624 CHF | 99.53% | 99.53% |
17.12.2024 | 0.26% | 17.75 CHF | 17.79 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 71'021 CHF | 71'204 CHF | 99.56% | 99.56% |
16.12.2024 | 0.29% | 16.91 CHF | 16.96 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 69'904 CHF | 70'106 CHF | 99.53% | 99.53% |
13.12.2024 | 0.24% | 20.01 CHF | 20.06 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 82'140 CHF | 82'339 CHF | 99.50% | 99.57% |
12.12.2024 | 0.25% | 18.96 CHF | 19.01 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 73'698 CHF | 73'885 CHF | 99.31% | 99.31% |
11.12.2024 | 0.26% | 17.89 CHF | 17.94 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 73'905 CHF | 74'100 CHF | 99.50% | 99.50% |
10.12.2024 | 0.25% | 19.00 CHF | 19.04 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 75'484 CHF | 75'675 CHF | 99.49% | 99.49% |
09.12.2024 | 0.25% | 18.78 CHF | 18.82 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 72'335 CHF | 72'513 CHF | 99.55% | 99.55% |
06.12.2024 | 0.25% | 16.55 CHF | 16.59 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 65'965 CHF | 66'129 CHF | 99.43% | 99.49% |