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 | 0.81% | 1.23 CHF | 1.24 CHF | 138'000 | 138'000 | 137'068 | 137'068 | 169'656 CHF | 171'029 CHF | 100.00% | 100.00% |
18.12.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 136'000 | 136'000 | 135'399 | 135'399 | 170'783 CHF | 172'137 CHF | 100.00% | 100.00% |
17.12.2024 | 0.78% | 1.27 CHF | 1.28 CHF | 136'000 | 136'000 | 135'433 | 135'433 | 172'088 CHF | 173'442 CHF | 100.00% | 100.00% |
16.12.2024 | 0.80% | 1.23 CHF | 1.24 CHF | 138'000 | 138'000 | 136'089 | 136'089 | 170'320 CHF | 171'682 CHF | 100.00% | 100.00% |
13.12.2024 | 0.71% | 1.37 CHF | 1.38 CHF | 132'000 | 132'000 | 130'623 | 130'623 | 183'058 CHF | 184'365 CHF | 100.00% | 100.00% |
12.12.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 134'000 | 134'000 | 135'273 | 135'273 | 174'937 CHF | 176'290 CHF | 100.00% | 100.00% |
11.12.2024 | 0.77% | 1.26 CHF | 1.27 CHF | 138'000 | 138'000 | 135'510 | 135'510 | 175'131 CHF | 176'489 CHF | 100.00% | 100.00% |
10.12.2024 | 0.76% | 1.32 CHF | 1.33 CHF | 136'000 | 136'000 | 135'207 | 135'207 | 177'307 CHF | 178'659 CHF | 100.00% | 100.00% |
09.12.2024 | 0.78% | 1.31 CHF | 1.32 CHF | 136'000 | 136'000 | 136'029 | 136'029 | 173'086 CHF | 174'447 CHF | 100.00% | 100.00% |
06.12.2024 | 0.84% | 1.19 CHF | 1.20 CHF | 140'000 | 140'000 | 139'507 | 139'507 | 165'549 CHF | 166'944 CHF | 100.00% | 100.00% |