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 | 0.23% | 137.60 CHF | 137.80 CHF | 1'600 | 1'600 | 910 | 910 | 126'171 CHF | 126'435 CHF | 100.00% | 100.00% |
18.12.2024 | 0.22% | 158.00 CHF | 158.20 CHF | 1'400 | 1'400 | 785 | 785 | 125'537 CHF | 125'791 CHF | 97.88% | 97.88% |
17.12.2024 | 0.23% | 163.40 CHF | 163.60 CHF | 1'400 | 1'400 | 790 | 790 | 124'548 CHF | 124'803 CHF | 100.00% | 100.00% |
16.12.2024 | 0.24% | 152.20 CHF | 152.40 CHF | 1'500 | 1'500 | 836 | 836 | 126'622 CHF | 126'891 CHF | 100.00% | 100.00% |
13.12.2024 | 0.23% | 152.20 CHF | 152.40 CHF | 1'400 | 1'400 | 789 | 789 | 122'794 CHF | 123'049 CHF | 99.87% | 99.87% |
12.12.2024 | 0.24% | 164.60 CHF | 164.80 CHF | 1'400 | 1'400 | 791 | 791 | 122'652 CHF | 122'908 CHF | 99.78% | 99.78% |
11.12.2024 | 0.25% | 154.60 CHF | 154.80 CHF | 1'500 | 1'500 | 878 | 878 | 128'266 CHF | 128'552 CHF | 98.23% | 98.23% |
10.12.2024 | 0.25% | 150.40 CHF | 150.60 CHF | 1'500 | 1'500 | 836 | 836 | 122'990 CHF | 123'260 CHF | 99.79% | 99.79% |
09.12.2024 | 0.25% | 147.00 CHF | 147.20 CHF | 1'600 | 1'600 | 910 | 910 | 129'307 CHF | 129'602 CHF | 99.01% | 99.01% |
06.12.2024 | 0.22% | 143.00 CHF | 143.20 CHF | 1'600 | 1'600 | 910 | 910 | 130'318 CHF | 130'574 CHF | 100.00% | 100.00% |