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 | 2.29% | 0.82 CHF | 0.83 CHF | 89'000 | 89'000 | 40'115 | 40'115 | 32'302 CHF | 32'924 CHF | 99.75% | 99.75% |
18.12.2024 | 2.08% | 0.86 CHF | 0.87 CHF | 88'000 | 88'000 | 39'539 | 39'539 | 33'829 CHF | 34'427 CHF | 99.13% | 99.13% |
17.12.2024 | 2.27% | 0.86 CHF | 0.87 CHF | 88'000 | 88'000 | 40'018 | 40'018 | 32'422 CHF | 33'031 CHF | 100.00% | 100.00% |
16.12.2024 | 2.11% | 0.86 CHF | 0.87 CHF | 88'000 | 88'000 | 39'927 | 39'927 | 34'133 CHF | 34'741 CHF | 99.90% | 99.90% |
13.12.2024 | 2.00% | 0.89 CHF | 0.90 CHF | 88'000 | 88'000 | 39'334 | 39'334 | 34'818 CHF | 35'416 CHF | 100.00% | 100.00% |
12.12.2024 | 2.15% | 0.88 CHF | 0.89 CHF | 88'000 | 88'000 | 39'888 | 39'888 | 34'058 CHF | 34'665 CHF | 100.00% | 100.00% |
11.12.2024 | 2.21% | 0.86 CHF | 0.87 CHF | 89'000 | 89'000 | 40'134 | 40'134 | 33'087 CHF | 33'697 CHF | 100.00% | 100.00% |
10.12.2024 | 2.27% | 0.78 CHF | 0.79 CHF | 91'000 | 91'000 | 40'904 | 40'904 | 31'519 CHF | 32'139 CHF | 100.00% | 100.00% |
09.12.2024 | 2.27% | 0.79 CHF | 0.80 CHF | 91'000 | 91'000 | 40'954 | 40'954 | 31'736 CHF | 32'356 CHF | 100.00% | 100.00% |
06.12.2024 | 2.17% | 0.81 CHF | 0.82 CHF | 91'000 | 91'000 | 40'607 | 40'607 | 33'386 CHF | 34'002 CHF | 100.00% | 100.00% |