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 | 0.80% | 1.24 CHF | 1.25 CHF | 42'600 | 42'600 | 42'136 | 42'136 | 53'060 CHF | 53'482 CHF | 100.00% | 100.00% |
18.12.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 41'900 | 41'900 | 41'551 | 41'551 | 55'853 CHF | 56'269 CHF | 100.00% | 100.00% |
17.12.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 41'500 | 41'500 | 41'152 | 41'152 | 57'665 CHF | 58'077 CHF | 100.00% | 100.00% |
16.12.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 41'400 | 41'400 | 41'081 | 41'081 | 57'196 CHF | 57'607 CHF | 98.67% | 98.67% |
13.12.2024 | 0.68% | 1.43 CHF | 1.44 CHF | 41'100 | 41'100 | 40'356 | 40'356 | 59'549 CHF | 59'953 CHF | 100.00% | 100.00% |
12.12.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 40'400 | 40'400 | 39'823 | 39'823 | 60'179 CHF | 60'578 CHF | 100.00% | 100.00% |
11.12.2024 | 0.68% | 1.52 CHF | 1.53 CHF | 39'900 | 39'900 | 39'971 | 39'971 | 59'056 CHF | 59'456 CHF | 100.00% | 100.00% |
10.12.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 40'100 | 40'100 | 39'386 | 39'386 | 60'607 CHF | 61'002 CHF | 100.00% | 100.00% |
09.12.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 39'400 | 39'400 | 39'128 | 39'128 | 61'877 CHF | 62'269 CHF | 100.00% | 100.00% |
06.12.2024 | 0.66% | 1.55 CHF | 1.56 CHF | 39'700 | 39'700 | 39'479 | 39'479 | 60'674 CHF | 61'069 CHF | 100.00% | 100.00% |