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 | 3.12% | 0.31 CHF | 0.32 CHF | 226'600 | 226'600 | 224'895 | 224'895 | 71'020 CHF | 73'269 CHF | 100.00% | 100.00% |
18.12.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 212'400 | 212'400 | 211'423 | 211'423 | 72'371 CHF | 74'486 CHF | 99.46% | 99.46% |
17.12.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 208'400 | 208'400 | 207'852 | 207'852 | 74'889 CHF | 76'967 CHF | 100.00% | 100.00% |
16.12.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 203'700 | 203'700 | 203'596 | 203'596 | 73'008 CHF | 75'044 CHF | 100.00% | 100.00% |
13.12.2024 | 2.56% | 0.37 CHF | 0.38 CHF | 195'700 | 195'700 | 193'623 | 193'623 | 74'738 CHF | 76'674 CHF | 100.00% | 100.00% |
12.12.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 189'200 | 189'200 | 188'592 | 188'592 | 75'085 CHF | 76'971 CHF | 100.00% | 100.00% |
11.12.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 191'100 | 191'100 | 193'515 | 193'515 | 74'708 CHF | 76'644 CHF | 100.00% | 100.00% |
10.12.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 180'300 | 180'300 | 178'576 | 178'576 | 73'042 CHF | 74'828 CHF | 100.00% | 100.00% |
09.12.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 181'800 | 181'800 | 181'241 | 181'241 | 77'163 CHF | 78'976 CHF | 100.00% | 100.00% |
06.12.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 183'600 | 183'600 | 184'809 | 184'809 | 75'482 CHF | 77'330 CHF | 100.00% | 100.00% |