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 | 0.90% | 1.13 CHF | 1.14 CHF | 120'000 | 120'000 | 118'879 | 118'870 | 132'437 CHF | 133'617 CHF | 100.00% | 100.00% |
18.12.2024 | 0.86% | 1.17 CHF | 1.18 CHF | 120'000 | 120'000 | 118'872 | 118'872 | 139'596 CHF | 140'786 CHF | 100.00% | 100.00% |
17.12.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 120'000 | 120'000 | 118'878 | 118'872 | 142'550 CHF | 143'734 CHF | 100.00% | 100.00% |
16.12.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 120'000 | 120'000 | 118'854 | 118'849 | 143'642 CHF | 144'826 CHF | 98.68% | 98.68% |
13.12.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 120'000 | 120'000 | 118'874 | 118'874 | 147'244 CHF | 148'434 CHF | 100.00% | 100.00% |
12.12.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 120'000 | 120'000 | 118'877 | 118'872 | 145'775 CHF | 146'958 CHF | 100.00% | 100.00% |
11.12.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 120'000 | 120'000 | 118'878 | 118'871 | 146'042 CHF | 147'224 CHF | 100.00% | 100.00% |
10.12.2024 | 0.83% | 1.21 CHF | 1.22 CHF | 120'000 | 120'000 | 118'878 | 118'871 | 144'789 CHF | 145'971 CHF | 100.00% | 100.00% |
09.12.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 120'000 | 120'000 | 118'873 | 118'873 | 145'452 CHF | 146'642 CHF | 100.00% | 100.00% |
06.12.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 120'000 | 120'000 | 118'875 | 118'875 | 143'626 CHF | 144'816 CHF | 100.00% | 100.00% |