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 | 1.90% | 0.53 CHF | 0.54 CHF | 268'500 | 268'500 | 147'456 | 147'456 | 78'553 CHF | 80'030 CHF | 100.00% | 100.00% |
18.12.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 194'800 | 194'800 | 107'109 | 107'109 | 72'113 CHF | 73'187 CHF | 99.46% | 99.46% |
17.12.2024 | 1.54% | 0.70 CHF | 0.71 CHF | 203'300 | 203'300 | 111'634 | 111'634 | 73'576 CHF | 74'694 CHF | 100.00% | 100.00% |
16.12.2024 | 1.62% | 0.63 CHF | 0.64 CHF | 216'200 | 216'200 | 118'725 | 118'725 | 73'954 CHF | 75'143 CHF | 100.00% | 100.00% |
13.12.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 208'300 | 208'300 | 114'332 | 114'332 | 74'175 CHF | 75'321 CHF | 100.00% | 100.00% |
12.12.2024 | 1.59% | 0.71 CHF | 0.72 CHF | 209'900 | 209'900 | 115'282 | 115'282 | 74'650 CHF | 75'805 CHF | 100.00% | 100.00% |
11.12.2024 | 1.72% | 0.65 CHF | 0.66 CHF | 228'200 | 228'200 | 127'816 | 127'816 | 76'141 CHF | 77'422 CHF | 100.00% | 100.00% |
10.12.2024 | 1.70% | 0.62 CHF | 0.63 CHF | 218'300 | 218'300 | 122'778 | 122'778 | 74'035 CHF | 75'265 CHF | 100.00% | 100.00% |
09.12.2024 | 1.77% | 0.60 CHF | 0.61 CHF | 235'100 | 235'100 | 129'152 | 129'152 | 74'190 CHF | 75'484 CHF | 100.00% | 100.00% |
06.12.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 238'300 | 238'300 | 130'896 | 130'896 | 76'065 CHF | 77'377 CHF | 100.00% | 100.00% |