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 | 2.21% | 0.84 CHF | 0.85 CHF | 89'000 | 89'000 | 40'114 | 40'114 | 33'403 CHF | 34'025 CHF | 99.75% | 99.75% |
18.12.2024 | 2.02% | 0.88 CHF | 0.89 CHF | 88'000 | 88'000 | 39'552 | 39'552 | 34'873 CHF | 35'471 CHF | 99.13% | 99.13% |
17.12.2024 | 2.20% | 0.89 CHF | 0.90 CHF | 88'000 | 88'000 | 40'018 | 40'018 | 33'491 CHF | 34'100 CHF | 100.00% | 100.00% |
16.12.2024 | 2.05% | 0.89 CHF | 0.90 CHF | 88'000 | 88'000 | 39'927 | 39'927 | 35'163 CHF | 35'771 CHF | 99.90% | 99.90% |
13.12.2024 | 1.94% | 0.92 CHF | 0.93 CHF | 88'000 | 88'000 | 39'332 | 39'332 | 35'839 CHF | 36'437 CHF | 100.00% | 100.00% |
12.12.2024 | 2.08% | 0.91 CHF | 0.92 CHF | 88'000 | 88'000 | 39'881 | 39'881 | 35'101 CHF | 35'708 CHF | 100.00% | 100.00% |
11.12.2024 | 2.15% | 0.88 CHF | 0.89 CHF | 89'000 | 89'000 | 40'131 | 40'131 | 34'129 CHF | 34'739 CHF | 100.00% | 100.00% |
10.12.2024 | 2.20% | 0.81 CHF | 0.82 CHF | 91'000 | 91'000 | 40'905 | 40'905 | 32'582 CHF | 33'202 CHF | 100.00% | 100.00% |
09.12.2024 | 2.20% | 0.81 CHF | 0.82 CHF | 91'000 | 91'000 | 40'954 | 40'954 | 32'808 CHF | 33'428 CHF | 100.00% | 100.00% |
06.12.2024 | 2.09% | 0.83 CHF | 0.84 CHF | 91'000 | 91'000 | 40'756 | 40'756 | 34'605 CHF | 35'218 CHF | 97.26% | 97.26% |