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 | 0.77% | 1.29 CHF | 1.30 CHF | 99'500 | 99'500 | 98'830 | 98'830 | 129'016 CHF | 130'006 CHF | 100.00% | 100.00% |
18.12.2024 | 0.75% | 1.32 CHF | 1.33 CHF | 96'700 | 96'700 | 96'302 | 96'302 | 128'740 CHF | 129'703 CHF | 100.00% | 100.00% |
17.12.2024 | 0.74% | 1.35 CHF | 1.36 CHF | 99'400 | 99'400 | 98'985 | 98'985 | 133'420 CHF | 134'410 CHF | 100.00% | 100.00% |
16.12.2024 | 0.75% | 1.28 CHF | 1.29 CHF | 90'900 | 90'900 | 89'651 | 89'651 | 118'828 CHF | 119'724 CHF | 100.00% | 100.00% |
13.12.2024 | 0.64% | 1.52 CHF | 1.53 CHF | 87'500 | 87'500 | 86'631 | 86'631 | 135'189 CHF | 136'056 CHF | 100.00% | 100.00% |
12.12.2024 | 0.71% | 1.44 CHF | 1.45 CHF | 93'800 | 93'800 | 94'759 | 94'759 | 132'516 CHF | 133'464 CHF | 100.00% | 100.00% |
11.12.2024 | 0.71% | 1.36 CHF | 1.37 CHF | 92'100 | 92'100 | 90'629 | 90'629 | 126'943 CHF | 127'850 CHF | 100.00% | 100.00% |
10.12.2024 | 0.70% | 1.44 CHF | 1.45 CHF | 92'400 | 92'400 | 91'857 | 91'857 | 131'565 CHF | 132'483 CHF | 100.00% | 100.00% |
09.12.2024 | 0.73% | 1.42 CHF | 1.43 CHF | 99'100 | 99'100 | 99'137 | 99'137 | 136'031 CHF | 137'022 CHF | 100.00% | 100.00% |
06.12.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 110'100 | 110'100 | 109'714 | 109'714 | 137'201 CHF | 138'298 CHF | 100.00% | 100.00% |