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 | 2.72% | 0.37 CHF | 0.38 CHF | 653'500 | 653'500 | 358'899 | 358'899 | 133'044 CHF | 136'640 CHF | 100.00% | 100.00% |
18.12.2024 | 3.00% | 0.34 CHF | 0.35 CHF | 781'400 | 781'400 | 429'494 | 429'494 | 144'834 CHF | 149'139 CHF | 99.46% | 99.46% |
17.12.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 757'100 | 757'100 | 415'771 | 415'771 | 142'610 CHF | 146'776 CHF | 100.00% | 100.00% |
16.12.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 722'200 | 722'200 | 396'568 | 396'568 | 139'662 CHF | 143'635 CHF | 100.00% | 100.00% |
13.12.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 741'100 | 741'100 | 406'821 | 406'821 | 140'563 CHF | 144'639 CHF | 100.00% | 100.00% |
12.12.2024 | 2.91% | 0.33 CHF | 0.34 CHF | 736'800 | 736'800 | 404'600 | 404'600 | 138'652 CHF | 142'705 CHF | 100.00% | 100.00% |
11.12.2024 | 2.79% | 0.34 CHF | 0.35 CHF | 690'800 | 690'800 | 386'805 | 386'805 | 138'323 CHF | 142'198 CHF | 100.00% | 100.00% |
10.12.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 712'100 | 712'100 | 400'601 | 400'601 | 142'000 CHF | 146'014 CHF | 100.00% | 100.00% |
09.12.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 721'500 | 721'500 | 396'255 | 396'255 | 143'432 CHF | 147'402 CHF | 100.00% | 100.00% |
06.12.2024 | 2.79% | 0.36 CHF | 0.37 CHF | 714'200 | 714'200 | 392'166 | 392'166 | 140'899 CHF | 144'828 CHF | 100.00% | 100.00% |