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 | 1.42% | 1.31 CHF | 1.32 CHF | 89'000 | 89'000 | 40'114 | 40'114 | 52'030 CHF | 52'652 CHF | 99.75% | 99.75% |
18.12.2024 | 1.33% | 1.35 CHF | 1.36 CHF | 88'000 | 88'000 | 39'540 | 39'540 | 53'185 CHF | 53'783 CHF | 99.12% | 99.12% |
17.12.2024 | 1.40% | 1.35 CHF | 1.36 CHF | 88'000 | 88'000 | 40'018 | 40'018 | 52'088 CHF | 52'696 CHF | 100.00% | 100.00% |
16.12.2024 | 1.34% | 1.35 CHF | 1.36 CHF | 88'000 | 88'000 | 39'927 | 39'927 | 53'638 CHF | 54'246 CHF | 99.90% | 99.90% |
13.12.2024 | 1.30% | 1.38 CHF | 1.39 CHF | 88'000 | 88'000 | 39'331 | 39'331 | 54'027 CHF | 54'625 CHF | 100.00% | 100.00% |
12.12.2024 | 1.37% | 1.37 CHF | 1.38 CHF | 88'000 | 88'000 | 39'889 | 39'889 | 53'414 CHF | 54'021 CHF | 100.00% | 100.00% |
11.12.2024 | 1.39% | 1.34 CHF | 1.35 CHF | 89'000 | 89'000 | 40'136 | 40'136 | 52'487 CHF | 53'097 CHF | 100.00% | 100.00% |
10.12.2024 | 1.41% | 1.26 CHF | 1.27 CHF | 91'000 | 91'000 | 40'904 | 40'904 | 51'188 CHF | 51'808 CHF | 100.00% | 100.00% |
09.12.2024 | 1.42% | 1.27 CHF | 1.28 CHF | 91'000 | 91'000 | 40'954 | 40'954 | 51'376 CHF | 51'997 CHF | 100.00% | 100.00% |
06.12.2024 | 1.37% | 1.28 CHF | 1.29 CHF | 91'000 | 91'000 | 40'753 | 40'753 | 53'034 CHF | 53'647 CHF | 97.26% | 97.26% |