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 | 1.77% | 1.06 CHF | 1.07 CHF | 89'000 | 89'000 | 40'115 | 40'115 | 41'937 CHF | 42'559 CHF | 99.75% | 99.75% |
18.12.2024 | 1.63% | 1.10 CHF | 1.11 CHF | 88'000 | 88'000 | 39'556 | 39'556 | 43'318 CHF | 43'916 CHF | 99.13% | 99.13% |
17.12.2024 | 1.74% | 1.10 CHF | 1.11 CHF | 88'000 | 88'000 | 40'018 | 40'018 | 42'014 CHF | 42'623 CHF | 100.00% | 100.00% |
16.12.2024 | 1.65% | 1.10 CHF | 1.11 CHF | 88'000 | 88'000 | 39'927 | 39'927 | 43'627 CHF | 44'234 CHF | 99.90% | 99.90% |
13.12.2024 | 1.58% | 1.13 CHF | 1.14 CHF | 88'000 | 88'000 | 39'334 | 39'334 | 44'194 CHF | 44'791 CHF | 100.00% | 100.00% |
12.12.2024 | 1.68% | 1.12 CHF | 1.13 CHF | 88'000 | 88'000 | 39'887 | 39'887 | 43'481 CHF | 44'088 CHF | 100.00% | 100.00% |
11.12.2024 | 1.72% | 1.09 CHF | 1.10 CHF | 89'000 | 89'000 | 40'141 | 40'141 | 42'573 CHF | 43'182 CHF | 100.00% | 100.00% |
10.12.2024 | 1.75% | 1.02 CHF | 1.03 CHF | 91'000 | 91'000 | 40'906 | 40'906 | 41'184 CHF | 41'804 CHF | 100.00% | 100.00% |
09.12.2024 | 1.75% | 1.02 CHF | 1.03 CHF | 91'000 | 91'000 | 40'954 | 40'954 | 41'363 CHF | 41'983 CHF | 100.00% | 100.00% |
06.12.2024 | 1.69% | 1.04 CHF | 1.05 CHF | 91'000 | 91'000 | 40'753 | 40'753 | 43'074 CHF | 43'687 CHF | 97.26% | 97.26% |