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 | 2.03% | 0.49 CHF | 0.50 CHF | 382'600 | 382'600 | 382'600 | 382'600 | 186'196 CHF | 190'022 CHF | 99.85% | 99.85% |
18.12.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 365'200 | 365'200 | 365'200 | 365'200 | 178'056 CHF | 181'708 CHF | 99.13% | 99.13% |
17.12.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 376'200 | 376'200 | 376'200 | 376'200 | 190'662 CHF | 194'424 CHF | 100.00% | 100.00% |
16.12.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 365'200 | 365'200 | 365'200 | 365'200 | 183'546 CHF | 187'198 CHF | 99.90% | 99.90% |
13.12.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 369'200 | 369'200 | 369'200 | 369'200 | 191'877 CHF | 195'569 CHF | 100.00% | 100.00% |
12.12.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 370'300 | 370'300 | 370'159 | 370'159 | 191'716 CHF | 195'418 CHF | 100.00% | 100.00% |
11.12.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 375'600 | 375'600 | 375'600 | 375'600 | 192'700 CHF | 196'456 CHF | 100.00% | 100.00% |
10.12.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 358'300 | 358'300 | 357'583 | 357'583 | 187'236 CHF | 190'812 CHF | 100.00% | 100.00% |
09.12.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 352'300 | 352'300 | 353'953 | 353'953 | 188'309 CHF | 191'849 CHF | 100.00% | 100.00% |
06.12.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 349'500 | 349'500 | 349'500 | 349'500 | 190'407 CHF | 193'902 CHF | 97.26% | 97.26% |