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 | 0.69% | 1.46 CHF | 1.47 CHF | 138'000 | 138'000 | 136'941 | 136'941 | 198'251 CHF | 199'620 CHF | 100.00% | 100.00% |
18.12.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 135'000 | 135'000 | 134'309 | 134'309 | 188'880 CHF | 190'224 CHF | 99.45% | 99.45% |
17.12.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 133'000 | 133'000 | 132'635 | 132'635 | 182'851 CHF | 184'177 CHF | 100.00% | 100.00% |
16.12.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 133'000 | 133'000 | 132'871 | 132'871 | 183'831 CHF | 185'160 CHF | 100.00% | 100.00% |
13.12.2024 | 0.74% | 1.36 CHF | 1.37 CHF | 132'000 | 132'000 | 130'459 | 130'459 | 175'352 CHF | 176'658 CHF | 100.00% | 100.00% |
12.12.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 130'000 | 130'000 | 129'479 | 129'479 | 171'798 CHF | 173'094 CHF | 100.00% | 100.00% |
11.12.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 129'000 | 129'000 | 130'394 | 130'394 | 175'241 CHF | 176'547 CHF | 100.00% | 100.00% |
10.12.2024 | 0.76% | 1.33 CHF | 1.34 CHF | 130'000 | 130'000 | 128'770 | 128'770 | 169'314 CHF | 170'602 CHF | 100.00% | 100.00% |
09.12.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 128'000 | 128'000 | 127'627 | 127'627 | 165'129 CHF | 166'406 CHF | 100.00% | 100.00% |
06.12.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 128'000 | 128'000 | 128'864 | 128'864 | 169'766 CHF | 171'054 CHF | 100.00% | 100.00% |