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 | 0.86% | 1.16 CHF | 1.17 CHF | 111'600 | 111'600 | 111'600 | 111'600 | 128'571 CHF | 129'687 CHF | 99.85% | 99.85% |
18.12.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 103'100 | 103'100 | 103'100 | 103'100 | 119'252 CHF | 120'283 CHF | 99.15% | 99.15% |
17.12.2024 | 0.81% | 1.27 CHF | 1.28 CHF | 108'300 | 108'300 | 108'300 | 108'300 | 132'876 CHF | 133'959 CHF | 100.00% | 100.00% |
16.12.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 103'000 | 103'000 | 103'000 | 103'000 | 124'646 CHF | 125'676 CHF | 99.91% | 99.91% |
13.12.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 104'900 | 104'900 | 104'900 | 104'900 | 133'282 CHF | 134'331 CHF | 100.00% | 100.00% |
12.12.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 105'400 | 105'400 | 105'362 | 105'362 | 133'116 CHF | 134'169 CHF | 100.00% | 100.00% |
11.12.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 108'000 | 108'000 | 108'000 | 108'000 | 135'025 CHF | 136'105 CHF | 100.00% | 100.00% |
10.12.2024 | 0.77% | 1.24 CHF | 1.25 CHF | 99'700 | 99'700 | 99'501 | 99'501 | 128'106 CHF | 129'101 CHF | 100.00% | 100.00% |
09.12.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 97'600 | 97'600 | 98'013 | 98'013 | 129'417 CHF | 130'397 CHF | 100.00% | 100.00% |
06.12.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 96'200 | 96'200 | 96'200 | 96'200 | 131'728 CHF | 132'690 CHF | 97.26% | 97.26% |