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 | 1.39% | 0.70 CHF | 0.71 CHF | 138'000 | 138'000 | 137'070 | 137'070 | 98'074 CHF | 99'447 CHF | 100.00% | 100.00% |
18.12.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 136'000 | 136'000 | 135'398 | 135'398 | 99'772 CHF | 101'126 CHF | 100.00% | 100.00% |
17.12.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 136'000 | 136'000 | 135'433 | 135'433 | 100'851 CHF | 102'206 CHF | 100.00% | 100.00% |
16.12.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 138'000 | 138'000 | 136'097 | 136'097 | 98'917 CHF | 100'279 CHF | 100.00% | 100.00% |
13.12.2024 | 1.14% | 0.85 CHF | 0.86 CHF | 132'000 | 132'000 | 130'631 | 130'631 | 114'465 CHF | 115'773 CHF | 100.00% | 100.00% |
12.12.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 134'000 | 134'000 | 135'272 | 135'272 | 104'503 CHF | 105'856 CHF | 100.00% | 100.00% |
11.12.2024 | 1.29% | 0.74 CHF | 0.75 CHF | 138'000 | 138'000 | 135'519 | 135'519 | 104'835 CHF | 106'193 CHF | 100.00% | 100.00% |
10.12.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 136'000 | 136'000 | 135'206 | 135'206 | 107'347 CHF | 108'699 CHF | 100.00% | 100.00% |
09.12.2024 | 1.32% | 0.79 CHF | 0.80 CHF | 136'000 | 136'000 | 136'029 | 136'029 | 102'554 CHF | 103'915 CHF | 100.00% | 100.00% |
06.12.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 140'000 | 140'000 | 139'507 | 139'507 | 93'213 CHF | 94'608 CHF | 100.00% | 100.00% |