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 | 1.06% | 0.95 CHF | 0.96 CHF | 138'000 | 138'000 | 136'941 | 136'941 | 128'695 CHF | 130'064 CHF | 100.00% | 100.00% |
18.12.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 135'000 | 135'000 | 134'309 | 134'309 | 120'620 CHF | 121'964 CHF | 99.45% | 99.45% |
17.12.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 133'000 | 133'000 | 132'635 | 132'635 | 115'567 CHF | 116'894 CHF | 100.00% | 100.00% |
16.12.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 133'000 | 133'000 | 132'873 | 132'873 | 116'268 CHF | 117'598 CHF | 100.00% | 100.00% |
13.12.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 132'000 | 132'000 | 130'461 | 130'461 | 109'030 CHF | 110'335 CHF | 100.00% | 100.00% |
12.12.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 130'000 | 130'000 | 129'481 | 129'481 | 105'930 CHF | 107'226 CHF | 100.00% | 100.00% |
11.12.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 129'000 | 129'000 | 130'398 | 130'398 | 108'968 CHF | 110'274 CHF | 100.00% | 100.00% |
10.12.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 130'000 | 130'000 | 128'770 | 128'770 | 103'839 CHF | 105'127 CHF | 100.00% | 100.00% |
09.12.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 128'000 | 128'000 | 127'627 | 127'627 | 100'322 CHF | 101'598 CHF | 100.00% | 100.00% |
06.12.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 128'000 | 128'000 | 128'864 | 128'864 | 104'279 CHF | 105'567 CHF | 100.00% | 100.00% |