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 | 0.56% | 1.76 CHF | 1.77 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 62'864 CHF | 63'214 CHF | 100.00% | 100.00% |
18.12.2024 | 0.51% | 1.92 CHF | 1.93 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 58'307 CHF | 58'607 CHF | 100.00% | 100.00% |
17.12.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 61'410 CHF | 61'710 CHF | 100.00% | 100.00% |
16.12.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 60'919 CHF | 61'219 CHF | 100.00% | 100.00% |
13.12.2024 | 0.46% | 2.11 CHF | 2.12 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 65'614 CHF | 65'914 CHF | 100.00% | 100.00% |
12.12.2024 | 0.44% | 2.21 CHF | 2.22 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 67'709 CHF | 68'009 CHF | 100.00% | 100.00% |
11.12.2024 | 0.46% | 2.28 CHF | 2.29 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 65'724 CHF | 66'024 CHF | 100.00% | 100.00% |
10.12.2024 | 0.43% | 2.24 CHF | 2.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'874 CHF | 58'124 CHF | 100.00% | 100.00% |
09.12.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 72'149 CHF | 72'449 CHF | 100.00% | 100.00% |
06.12.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 69'456 CHF | 69'756 CHF | 100.00% | 100.00% |