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 | 0.74% | 1.34 CHF | 1.35 CHF | 138'000 | 138'000 | 137'069 | 137'069 | 185'750 CHF | 187'123 CHF | 100.00% | 100.00% |
18.12.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 136'000 | 136'000 | 135'398 | 135'398 | 186'778 CHF | 188'133 CHF | 100.00% | 100.00% |
17.12.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 136'000 | 136'000 | 135'433 | 135'433 | 188'065 CHF | 189'419 CHF | 100.00% | 100.00% |
16.12.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 138'000 | 138'000 | 136'098 | 136'098 | 186'320 CHF | 187'681 CHF | 99.99% | 99.99% |
13.12.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 132'000 | 132'000 | 130'632 | 130'632 | 198'416 CHF | 199'724 CHF | 100.00% | 100.00% |
12.12.2024 | 0.71% | 1.44 CHF | 1.45 CHF | 134'000 | 134'000 | 135'273 | 135'273 | 190'802 CHF | 192'156 CHF | 100.00% | 100.00% |
11.12.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 138'000 | 138'000 | 135'519 | 135'519 | 190'946 CHF | 192'303 CHF | 100.00% | 100.00% |
10.12.2024 | 0.70% | 1.43 CHF | 1.44 CHF | 136'000 | 136'000 | 135'207 | 135'207 | 193'116 CHF | 194'468 CHF | 100.00% | 100.00% |
09.12.2024 | 0.72% | 1.43 CHF | 1.44 CHF | 136'000 | 136'000 | 136'030 | 136'030 | 188'906 CHF | 190'267 CHF | 100.00% | 100.00% |
06.12.2024 | 0.76% | 1.31 CHF | 1.32 CHF | 140'000 | 140'000 | 139'507 | 139'507 | 181'737 CHF | 183'132 CHF | 100.00% | 100.00% |