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 | 1.70% | 0.59 CHF | 0.60 CHF | 143'800 | 143'800 | 142'644 | 142'644 | 83'108 CHF | 84'534 CHF | 100.00% | 100.00% |
18.12.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 150'400 | 150'400 | 149'683 | 149'683 | 81'072 CHF | 82'569 CHF | 99.46% | 99.46% |
17.12.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 149'200 | 149'200 | 148'797 | 148'797 | 76'595 CHF | 78'083 CHF | 100.00% | 100.00% |
16.12.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 154'800 | 154'800 | 154'722 | 154'722 | 80'321 CHF | 81'868 CHF | 100.00% | 100.00% |
13.12.2024 | 2.05% | 0.50 CHF | 0.51 CHF | 161'700 | 161'700 | 159'912 | 159'912 | 77'276 CHF | 78'875 CHF | 100.00% | 100.00% |
12.12.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 164'100 | 164'100 | 163'545 | 163'545 | 76'566 CHF | 78'202 CHF | 100.00% | 100.00% |
11.12.2024 | 2.05% | 0.46 CHF | 0.47 CHF | 157'900 | 157'900 | 159'899 | 159'899 | 77'315 CHF | 78'914 CHF | 100.00% | 100.00% |
10.12.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 176'000 | 176'000 | 174'357 | 174'357 | 80'130 CHF | 81'874 CHF | 100.00% | 100.00% |
09.12.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 166'400 | 166'400 | 165'915 | 165'915 | 73'445 CHF | 75'104 CHF | 100.00% | 100.00% |
06.12.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 163'500 | 163'500 | 164'622 | 164'622 | 75'935 CHF | 77'581 CHF | 100.00% | 100.00% |