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 | 1.94% | 0.55 CHF | 0.56 CHF | 178'000 | 178'000 | 79'733 | 79'733 | 43'842 CHF | 44'666 CHF | 99.75% | 99.75% |
18.12.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 176'000 | 176'000 | 78'885 | 78'885 | 41'154 CHF | 41'945 CHF | 99.13% | 99.13% |
17.12.2024 | 1.82% | 0.52 CHF | 0.53 CHF | 176'000 | 176'000 | 79'516 | 79'516 | 43'437 CHF | 44'233 CHF | 100.00% | 100.00% |
16.12.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 176'000 | 176'000 | 79'354 | 79'354 | 41'477 CHF | 42'272 CHF | 99.90% | 99.90% |
13.12.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 176'000 | 176'000 | 78'514 | 78'514 | 39'998 CHF | 40'786 CHF | 100.00% | 100.00% |
12.12.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 176'000 | 176'000 | 79'276 | 79'276 | 41'250 CHF | 42'048 CHF | 100.00% | 100.00% |
11.12.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 178'000 | 178'000 | 79'865 | 79'865 | 42'317 CHF | 43'119 CHF | 100.00% | 100.00% |
10.12.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 182'000 | 182'000 | 81'580 | 81'580 | 45'201 CHF | 46'018 CHF | 100.00% | 100.00% |
09.12.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 182'000 | 182'000 | 81'668 | 81'668 | 44'911 CHF | 45'729 CHF | 100.00% | 100.00% |
06.12.2024 | 1.92% | 0.54 CHF | 0.55 CHF | 182'000 | 182'000 | 80'857 | 80'857 | 42'673 CHF | 43'483 CHF | 97.26% | 97.26% |