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 | 1.65% | 0.64 CHF | 0.65 CHF | 178'000 | 178'000 | 79'732 | 79'732 | 51'666 CHF | 52'490 CHF | 99.75% | 99.75% |
18.12.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 176'000 | 176'000 | 78'918 | 78'918 | 48'939 CHF | 49'730 CHF | 99.19% | 99.19% |
17.12.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 176'000 | 176'000 | 79'516 | 79'516 | 51'227 CHF | 52'024 CHF | 100.00% | 100.00% |
16.12.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 176'000 | 176'000 | 79'355 | 79'355 | 49'295 CHF | 50'090 CHF | 99.90% | 99.90% |
13.12.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 176'000 | 176'000 | 78'515 | 78'515 | 47'651 CHF | 48'439 CHF | 100.00% | 100.00% |
12.12.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 176'000 | 176'000 | 79'290 | 79'290 | 48'956 CHF | 49'754 CHF | 100.00% | 100.00% |
11.12.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 178'000 | 178'000 | 79'866 | 79'866 | 50'114 CHF | 50'915 CHF | 100.00% | 100.00% |
10.12.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 182'000 | 182'000 | 81'580 | 81'580 | 53'100 CHF | 53'918 CHF | 100.00% | 100.00% |
09.12.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 182'000 | 182'000 | 81'677 | 81'677 | 52'864 CHF | 53'682 CHF | 100.00% | 100.00% |
06.12.2024 | 1.62% | 0.63 CHF | 0.64 CHF | 182'000 | 182'000 | 80'583 | 80'583 | 50'255 CHF | 51'062 CHF | 100.00% | 100.00% |