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 | 0.88% | 1.14 CHF | 1.15 CHF | 138'000 | 138'000 | 136'941 | 136'941 | 154'349 CHF | 155'718 CHF | 100.00% | 100.00% |
18.12.2024 | 0.92% | 1.09 CHF | 1.10 CHF | 135'000 | 135'000 | 134'308 | 134'308 | 145'806 CHF | 147'150 CHF | 99.45% | 99.45% |
17.12.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 133'000 | 133'000 | 132'635 | 132'635 | 140'228 CHF | 141'554 CHF | 100.00% | 100.00% |
16.12.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 133'000 | 133'000 | 132'869 | 132'869 | 141'187 CHF | 142'516 CHF | 100.00% | 100.00% |
13.12.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 132'000 | 132'000 | 130'458 | 130'458 | 133'431 CHF | 134'737 CHF | 100.00% | 100.00% |
12.12.2024 | 0.99% | 1.02 CHF | 1.03 CHF | 130'000 | 130'000 | 129'477 | 129'477 | 130'231 CHF | 131'526 CHF | 100.00% | 100.00% |
11.12.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 129'000 | 129'000 | 130'387 | 130'387 | 133'402 CHF | 134'708 CHF | 100.00% | 100.00% |
10.12.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 130'000 | 130'000 | 128'770 | 128'770 | 127'946 CHF | 129'234 CHF | 100.00% | 100.00% |
09.12.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 128'000 | 128'000 | 127'627 | 127'627 | 124'126 CHF | 125'402 CHF | 100.00% | 100.00% |
06.12.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 128'000 | 128'000 | 128'864 | 128'864 | 128'367 CHF | 129'656 CHF | 100.00% | 100.00% |