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% | 1.28 CHF | 1.29 CHF | 138'000 | 138'000 | 137'068 | 137'068 | 177'404 CHF | 178'777 CHF | 100.00% | 100.00% |
18.12.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 136'000 | 136'000 | 135'403 | 135'403 | 178'465 CHF | 179'820 CHF | 100.00% | 100.00% |
17.12.2024 | 0.75% | 1.33 CHF | 1.34 CHF | 136'000 | 136'000 | 135'433 | 135'433 | 179'708 CHF | 181'062 CHF | 100.00% | 100.00% |
16.12.2024 | 0.76% | 1.28 CHF | 1.29 CHF | 138'000 | 138'000 | 136'095 | 136'095 | 177'921 CHF | 179'283 CHF | 100.00% | 100.00% |
13.12.2024 | 0.68% | 1.43 CHF | 1.44 CHF | 132'000 | 132'000 | 130'628 | 130'628 | 190'375 CHF | 191'682 CHF | 100.00% | 100.00% |
12.12.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 134'000 | 134'000 | 135'277 | 135'277 | 182'533 CHF | 183'887 CHF | 100.00% | 100.00% |
11.12.2024 | 0.74% | 1.32 CHF | 1.33 CHF | 138'000 | 138'000 | 135'530 | 135'530 | 182'731 CHF | 184'088 CHF | 100.00% | 100.00% |
10.12.2024 | 0.73% | 1.37 CHF | 1.38 CHF | 136'000 | 136'000 | 135'206 | 135'206 | 184'938 CHF | 186'290 CHF | 100.00% | 100.00% |
09.12.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 136'000 | 136'000 | 136'029 | 136'029 | 180'627 CHF | 181'987 CHF | 100.00% | 100.00% |
06.12.2024 | 0.80% | 1.25 CHF | 1.26 CHF | 140'000 | 140'000 | 139'507 | 139'507 | 173'241 CHF | 174'636 CHF | 100.00% | 100.00% |