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 | 0.62% | 1.59 CHF | 1.60 CHF | 120'400 | 120'400 | 120'400 | 120'400 | 192'800 CHF | 194'004 CHF | 99.85% | 99.85% |
18.12.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 129'500 | 129'500 | 129'500 | 129'500 | 206'598 CHF | 207'893 CHF | 99.13% | 99.13% |
17.12.2024 | 0.64% | 1.51 CHF | 1.52 CHF | 122'900 | 122'900 | 122'900 | 122'900 | 190'031 CHF | 191'260 CHF | 100.00% | 100.00% |
16.12.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 128'900 | 128'900 | 128'900 | 128'900 | 201'229 CHF | 202'518 CHF | 99.90% | 99.90% |
13.12.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 126'500 | 126'500 | 126'500 | 126'500 | 191'538 CHF | 192'803 CHF | 100.00% | 100.00% |
12.12.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 125'800 | 125'800 | 125'750 | 125'750 | 191'280 CHF | 192'538 CHF | 100.00% | 100.00% |
11.12.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 122'800 | 122'800 | 122'800 | 122'800 | 188'130 CHF | 189'358 CHF | 100.00% | 100.00% |
10.12.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 132'200 | 132'200 | 131'941 | 131'941 | 199'077 CHF | 200'397 CHF | 100.00% | 100.00% |
09.12.2024 | 0.67% | 1.47 CHF | 1.48 CHF | 132'300 | 132'300 | 132'897 | 132'897 | 197'294 CHF | 198'623 CHF | 100.00% | 100.00% |
06.12.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 134'000 | 134'000 | 134'000 | 134'000 | 194'363 CHF | 195'703 CHF | 97.26% | 97.26% |