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 | 2,02% | 1,97 CHF | 2,01 CHF | 8 500 | 8 500 | 8 420 | 8 420 | 16 695 CHF | 17 032 CHF | 100,00% | 100,00% |
18/12/2024 | 1,22% | 3,11 CHF | 3,15 CHF | 8 500 | 8 500 | 8 420 | 8 420 | 27 765 CHF | 28 102 CHF | 100,00% | 100,00% |
17/12/2024 | 1,13% | 3,48 CHF | 3,52 CHF | 8 500 | 8 500 | 8 386 | 8 386 | 29 723 CHF | 30 058 CHF | 100,00% | 100,00% |
16/12/2024 | 1,14% | 3,55 CHF | 3,59 CHF | 8 500 | 8 500 | 8 043 | 8 043 | 28 459 CHF | 28 781 CHF | 98,62% | 98,62% |
13/12/2024 | 1,10% | 3,65 CHF | 3,69 CHF | 8 000 | 8 000 | 7 953 | 7 953 | 28 946 CHF | 29 265 CHF | 100,00% | 100,00% |
12/12/2024 | 1,25% | 3,14 CHF | 3,18 CHF | 8 500 | 8 500 | 8 236 | 8 236 | 26 432 CHF | 26 762 CHF | 99,57% | 99,57% |
11/12/2024 | 1,20% | 3,21 CHF | 3,25 CHF | 8 000 | 8 000 | 7 925 | 7 925 | 26 475 CHF | 26 793 CHF | 100,00% | 100,00% |
10/12/2024 | 1,14% | 3,45 CHF | 3,49 CHF | 8 000 | 8 000 | 7 925 | 7 925 | 27 961 CHF | 28 278 CHF | 100,00% | 100,00% |
09/12/2024 | 1,03% | 3,68 CHF | 3,72 CHF | 8 000 | 8 000 | 7 925 | 7 925 | 31 021 CHF | 31 338 CHF | 100,00% | 100,00% |
06/12/2024 | 0,93% | 4,14 CHF | 4,18 CHF | 8 000 | 8 000 | 7 925 | 7 925 | 34 417 CHF | 34 735 CHF | 100,00% | 100,00% |