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 | 0.85% | 1.17 CHF | 1.18 CHF | 138'000 | 138'000 | 137'069 | 137'069 | 161'369 CHF | 162'742 CHF | 100.00% | 100.00% |
18.12.2024 | 0.83% | 1.19 CHF | 1.20 CHF | 136'000 | 136'000 | 135'397 | 135'397 | 162'550 CHF | 163'904 CHF | 100.00% | 100.00% |
17.12.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 136'000 | 136'000 | 135'433 | 135'433 | 163'777 CHF | 165'131 CHF | 100.00% | 100.00% |
16.12.2024 | 0.84% | 1.16 CHF | 1.17 CHF | 138'000 | 138'000 | 136'096 | 136'096 | 161'995 CHF | 163'357 CHF | 100.00% | 100.00% |
13.12.2024 | 0.74% | 1.31 CHF | 1.32 CHF | 132'000 | 132'000 | 130'630 | 130'630 | 175'131 CHF | 176'438 CHF | 100.00% | 100.00% |
12.12.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 134'000 | 134'000 | 135'271 | 135'271 | 166'784 CHF | 168'138 CHF | 100.00% | 100.00% |
11.12.2024 | 0.81% | 1.20 CHF | 1.21 CHF | 138'000 | 138'000 | 135'507 | 135'507 | 166'999 CHF | 168'357 CHF | 100.00% | 100.00% |
10.12.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 136'000 | 136'000 | 135'207 | 135'207 | 169'224 CHF | 170'576 CHF | 100.00% | 100.00% |
09.12.2024 | 0.82% | 1.25 CHF | 1.26 CHF | 136'000 | 136'000 | 136'030 | 136'030 | 164'900 CHF | 166'260 CHF | 100.00% | 100.00% |
06.12.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 140'000 | 140'000 | 139'507 | 139'507 | 157'069 CHF | 158'464 CHF | 100.00% | 100.00% |