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 | 1.57% | 0.62 CHF | 0.63 CHF | 138'000 | 138'000 | 137'067 | 137'067 | 86'794 CHF | 88'167 CHF | 100.00% | 100.00% |
18.12.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 136'000 | 136'000 | 135'402 | 135'402 | 88'572 CHF | 89'926 CHF | 100.00% | 100.00% |
17.12.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 136'000 | 136'000 | 135'434 | 135'434 | 89'526 CHF | 90'880 CHF | 100.00% | 100.00% |
16.12.2024 | 1.54% | 0.62 CHF | 0.63 CHF | 138'000 | 138'000 | 136'092 | 136'092 | 87'717 CHF | 89'079 CHF | 100.00% | 100.00% |
13.12.2024 | 1.25% | 0.77 CHF | 0.78 CHF | 132'000 | 132'000 | 130'627 | 130'627 | 103'745 CHF | 105'052 CHF | 100.00% | 100.00% |
12.12.2024 | 1.44% | 0.72 CHF | 0.73 CHF | 134'000 | 134'000 | 135'276 | 135'276 | 93'388 CHF | 94'742 CHF | 100.00% | 100.00% |
11.12.2024 | 1.44% | 0.66 CHF | 0.67 CHF | 138'000 | 138'000 | 135'519 | 135'519 | 93'755 CHF | 95'113 CHF | 100.00% | 100.00% |
10.12.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 136'000 | 136'000 | 135'207 | 135'207 | 96'321 CHF | 97'673 CHF | 100.00% | 100.00% |
09.12.2024 | 1.48% | 0.71 CHF | 0.72 CHF | 136'000 | 136'000 | 136'030 | 136'030 | 91'289 CHF | 92'649 CHF | 100.00% | 100.00% |
06.12.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 140'000 | 140'000 | 139'507 | 139'507 | 81'757 CHF | 83'152 CHF | 100.00% | 100.00% |