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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.12.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 134'000 | 134'000 | 133'780 | 133'780 | 140'899 CHF | 142'238 CHF | 59.18% | 59.18% |
27.12.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 136'000 | 136'000 | 136'162 | 136'162 | 137'610 CHF | 138'972 CHF | 100.00% | 100.00% |
23.12.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 140'000 | 140'000 | 139'216 | 139'216 | 133'693 CHF | 135'085 CHF | 100.00% | 100.00% |
20.12.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 138'000 | 138'000 | 139'056 | 139'056 | 134'455 CHF | 135'845 CHF | 100.00% | 100.00% |
19.12.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 138'000 | 138'000 | 137'069 | 137'069 | 139'429 CHF | 140'802 CHF | 100.00% | 100.00% |
18.12.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 136'000 | 136'000 | 135'403 | 135'403 | 140'779 CHF | 142'133 CHF | 100.00% | 100.00% |
17.12.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 136'000 | 136'000 | 135'433 | 135'433 | 141'932 CHF | 143'287 CHF | 100.00% | 100.00% |
16.12.2024 | 0.97% | 1.00 CHF | 1.01 CHF | 138'000 | 138'000 | 136'101 | 136'101 | 140'113 CHF | 141'475 CHF | 100.00% | 100.00% |
13.12.2024 | 0.84% | 1.15 CHF | 1.16 CHF | 132'000 | 132'000 | 130'632 | 130'632 | 154'185 CHF | 155'492 CHF | 100.00% | 100.00% |
12.12.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 134'000 | 134'000 | 135'274 | 135'274 | 145'175 CHF | 146'529 CHF | 100.00% | 100.00% |