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 | 1.09% | 0.90 CHF | 0.91 CHF | 138'000 | 138'000 | 137'069 | 137'069 | 125'321 CHF | 126'694 CHF | 100.00% | 100.00% |
18.12.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 136'000 | 136'000 | 135'397 | 135'397 | 126'740 CHF | 128'095 CHF | 100.00% | 100.00% |
17.12.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 136'000 | 136'000 | 135'433 | 135'433 | 127'901 CHF | 129'255 CHF | 100.00% | 100.00% |
16.12.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 138'000 | 138'000 | 136'088 | 136'088 | 125'999 CHF | 127'361 CHF | 100.00% | 100.00% |
13.12.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 132'000 | 132'000 | 130'622 | 130'622 | 140'474 CHF | 141'782 CHF | 100.00% | 100.00% |
12.12.2024 | 1.03% | 1.00 CHF | 1.01 CHF | 134'000 | 134'000 | 135'271 | 135'271 | 131'221 CHF | 132'575 CHF | 100.00% | 100.00% |
11.12.2024 | 1.03% | 0.94 CHF | 0.95 CHF | 138'000 | 138'000 | 135'511 | 135'511 | 131'567 CHF | 132'925 CHF | 100.00% | 100.00% |
10.12.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 136'000 | 136'000 | 135'206 | 135'206 | 133'894 CHF | 135'246 CHF | 100.00% | 100.00% |
09.12.2024 | 1.05% | 0.99 CHF | 1.00 CHF | 136'000 | 136'000 | 136'029 | 136'029 | 129'217 CHF | 130'577 CHF | 100.00% | 100.00% |
06.12.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 140'000 | 140'000 | 139'507 | 139'507 | 120'673 CHF | 122'068 CHF | 100.00% | 100.00% |