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 | 0.60% | 1.68 CHF | 1.69 CHF | 138'000 | 138'000 | 136'941 | 136'941 | 228'229 CHF | 229'598 CHF | 100.00% | 100.00% |
18.12.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 135'000 | 135'000 | 134'311 | 134'311 | 218'315 CHF | 219'659 CHF | 99.45% | 99.45% |
17.12.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 133'000 | 133'000 | 132'635 | 132'635 | 211'799 CHF | 213'125 CHF | 100.00% | 100.00% |
16.12.2024 | 0.62% | 1.60 CHF | 1.61 CHF | 133'000 | 133'000 | 132'866 | 132'866 | 212'914 CHF | 214'244 CHF | 100.00% | 100.00% |
13.12.2024 | 0.64% | 1.58 CHF | 1.59 CHF | 132'000 | 132'000 | 130'453 | 130'453 | 203'871 CHF | 205'177 CHF | 100.00% | 100.00% |
12.12.2024 | 0.65% | 1.56 CHF | 1.57 CHF | 130'000 | 130'000 | 129'482 | 129'482 | 200'156 CHF | 201'452 CHF | 100.00% | 100.00% |
11.12.2024 | 0.64% | 1.54 CHF | 1.55 CHF | 129'000 | 129'000 | 130'395 | 130'395 | 203'831 CHF | 205'137 CHF | 100.00% | 100.00% |
10.12.2024 | 0.65% | 1.55 CHF | 1.56 CHF | 130'000 | 130'000 | 128'770 | 128'770 | 197'499 CHF | 198'787 CHF | 100.00% | 100.00% |
09.12.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 128'000 | 128'000 | 127'627 | 127'627 | 193'067 CHF | 194'343 CHF | 100.00% | 100.00% |
06.12.2024 | 0.65% | 1.53 CHF | 1.54 CHF | 128'000 | 128'000 | 128'864 | 128'864 | 197'987 CHF | 199'275 CHF | 100.00% | 100.00% |