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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.12.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 81'300 | 81'300 | 81'300 | 81'300 | 65'923 CHF | 66'736 CHF | 100.00% | 100.00% |
16.12.2024 | 1.15% | 0.84 CHF | 0.85 CHF | 78'900 | 78'900 | 77'940 | 77'940 | 67'319 CHF | 68'099 CHF | 100.00% | 100.00% |
13.12.2024 | 1.11% | 0.86 CHF | 0.87 CHF | 76'100 | 76'100 | 72'760 | 72'760 | 64'893 CHF | 65'621 CHF | 100.00% | 100.00% |
12.12.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 77'500 | 77'500 | 80'646 | 80'646 | 70'766 CHF | 71'572 CHF | 100.00% | 100.00% |
11.12.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 85'700 | 85'700 | 85'700 | 85'700 | 71'814 CHF | 72'671 CHF | 100.00% | 100.00% |
10.12.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 72'200 | 72'200 | 72'076 | 72'076 | 60'309 CHF | 61'029 CHF | 100.00% | 100.00% |
09.12.2024 | 1.01% | 0.93 CHF | 0.94 CHF | 66'700 | 66'700 | 66'700 | 66'700 | 66'011 CHF | 66'678 CHF | 100.00% | 100.00% |
06.12.2024 | 0.99% | 0.97 CHF | 0.98 CHF | 64'700 | 64'700 | 64'700 | 64'700 | 65'366 CHF | 66'013 CHF | 100.00% | 100.00% |
05.12.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 66'900 | 66'900 | 66'900 | 66'900 | 65'808 CHF | 66'477 CHF | 99.06% | 99.06% |
04.12.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 67'000 | 67'000 | 67'000 | 67'000 | 65'678 CHF | 66'348 CHF | 99.74% | 99.74% |