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 | 1.73% | 1.08 CHF | 1.09 CHF | 89'000 | 89'000 | 40'116 | 40'116 | 42'739 CHF | 43'361 CHF | 99.75% | 99.75% |
18.12.2024 | 1.60% | 1.12 CHF | 1.13 CHF | 88'000 | 88'000 | 39'564 | 39'564 | 44'101 CHF | 44'699 CHF | 99.13% | 99.13% |
17.12.2024 | 1.71% | 1.12 CHF | 1.13 CHF | 88'000 | 88'000 | 40'017 | 40'017 | 42'770 CHF | 43'379 CHF | 100.00% | 100.00% |
16.12.2024 | 1.62% | 1.12 CHF | 1.13 CHF | 88'000 | 88'000 | 39'925 | 39'925 | 44'439 CHF | 45'047 CHF | 99.90% | 99.90% |
13.12.2024 | 1.55% | 1.15 CHF | 1.16 CHF | 88'000 | 88'000 | 39'328 | 39'328 | 44'960 CHF | 45'558 CHF | 100.00% | 100.00% |
12.12.2024 | 1.65% | 1.14 CHF | 1.15 CHF | 88'000 | 88'000 | 39'883 | 39'883 | 44'276 CHF | 44'884 CHF | 100.00% | 100.00% |
11.12.2024 | 1.69% | 1.11 CHF | 1.12 CHF | 89'000 | 89'000 | 40'133 | 40'133 | 43'312 CHF | 43'922 CHF | 100.00% | 100.00% |
10.12.2024 | 1.72% | 1.03 CHF | 1.04 CHF | 91'000 | 91'000 | 40'906 | 40'906 | 41'894 CHF | 42'514 CHF | 100.00% | 100.00% |
09.12.2024 | 1.72% | 1.04 CHF | 1.05 CHF | 91'000 | 91'000 | 40'955 | 40'955 | 42'122 CHF | 42'743 CHF | 100.00% | 100.00% |
06.12.2024 | 1.66% | 1.06 CHF | 1.07 CHF | 91'000 | 91'000 | 40'752 | 40'752 | 43'857 CHF | 44'470 CHF | 97.26% | 97.26% |