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 | 1.31% | 0.74 CHF | 0.75 CHF | 42'700 | 42'700 | 42'132 | 42'132 | 32'325 CHF | 32'746 CHF | 100.00% | 100.00% |
18.12.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 41'900 | 41'900 | 41'546 | 41'546 | 35'398 CHF | 35'814 CHF | 100.00% | 100.00% |
17.12.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 41'400 | 41'400 | 41'163 | 41'163 | 37'421 CHF | 37'833 CHF | 100.00% | 100.00% |
16.12.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 41'400 | 41'400 | 41'082 | 41'082 | 37'011 CHF | 37'423 CHF | 98.68% | 98.68% |
13.12.2024 | 1.02% | 0.94 CHF | 0.95 CHF | 41'100 | 41'100 | 40'353 | 40'353 | 39'719 CHF | 40'123 CHF | 100.00% | 100.00% |
12.12.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 40'400 | 40'400 | 39'812 | 39'812 | 40'619 CHF | 41'018 CHF | 100.00% | 100.00% |
11.12.2024 | 1.02% | 1.03 CHF | 1.04 CHF | 39'900 | 39'900 | 39'970 | 39'970 | 39'394 CHF | 39'794 CHF | 100.00% | 100.00% |
10.12.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 40'000 | 40'000 | 39'377 | 39'377 | 41'252 CHF | 41'647 CHF | 100.00% | 100.00% |
09.12.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 39'400 | 39'400 | 39'130 | 39'130 | 42'706 CHF | 43'098 CHF | 100.00% | 100.00% |
06.12.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 39'600 | 39'600 | 39'473 | 39'473 | 41'285 CHF | 41'680 CHF | 100.00% | 100.00% |