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 | 0.62% | 4.01 CHF | 4.03 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 60'788 CHF | 61'164 CHF | 100.00% | 100.00% |
18.12.2024 | 0.54% | 4.04 CHF | 4.06 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 80'318 CHF | 80'756 CHF | 100.00% | 100.00% |
17.12.2024 | 0.79% | 3.54 CHF | 3.57 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 56'282 CHF | 56'728 CHF | 100.00% | 100.00% |
16.12.2024 | 0.58% | 3.84 CHF | 3.87 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 57'751 CHF | 58'088 CHF | 100.00% | 100.00% |
13.12.2024 | 0.68% | 3.56 CHF | 3.59 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 53'731 CHF | 54'100 CHF | 100.00% | 100.00% |
12.12.2024 | 0.67% | 3.63 CHF | 3.65 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 54'368 CHF | 54'731 CHF | 100.00% | 100.00% |
11.12.2024 | 0.69% | 3.70 CHF | 3.73 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 55'387 CHF | 55'773 CHF | 100.00% | 100.00% |
10.12.2024 | 0.62% | 3.77 CHF | 3.79 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 71'642 CHF | 72'085 CHF | 100.00% | 100.00% |
09.12.2024 | 0.62% | 3.38 CHF | 3.40 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 68'943 CHF | 69'369 CHF | 100.00% | 100.00% |
06.12.2024 | 0.64% | 3.37 CHF | 3.39 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 65'185 CHF | 65'600 CHF | 100.00% | 100.00% |