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 | 1.55% | 0.65 CHF | 0.66 CHF | 345'000 | 345'000 | 342'673 | 342'673 | 219'865 CHF | 223'299 CHF | 100.00% | 100.00% |
18.12.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 340'000 | 340'000 | 338'465 | 338'465 | 216'546 CHF | 219'932 CHF | 100.00% | 100.00% |
17.12.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 340'000 | 340'000 | 338'565 | 338'565 | 216'798 CHF | 220'183 CHF | 98.70% | 98.70% |
16.12.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 345'000 | 345'000 | 340'203 | 340'203 | 218'575 CHF | 221'979 CHF | 100.00% | 100.00% |
13.12.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 330'000 | 330'000 | 326'543 | 326'543 | 190'986 CHF | 194'255 CHF | 100.00% | 100.00% |
12.12.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 335'000 | 335'000 | 338'141 | 338'141 | 209'884 CHF | 213'269 CHF | 100.00% | 100.00% |
11.12.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 345'000 | 345'000 | 338'684 | 338'684 | 208'957 CHF | 212'351 CHF | 100.00% | 100.00% |
10.12.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 340'000 | 340'000 | 338'017 | 338'017 | 205'608 CHF | 208'989 CHF | 100.00% | 100.00% |
09.12.2024 | 1.58% | 0.61 CHF | 0.62 CHF | 340'000 | 340'000 | 340'074 | 340'074 | 213'497 CHF | 216'897 CHF | 100.00% | 100.00% |
06.12.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 350'000 | 350'000 | 348'767 | 348'767 | 230'885 CHF | 234'373 CHF | 100.00% | 100.00% |