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 | 1.53% | 0.65 CHF | 0.66 CHF | 345'000 | 345'000 | 342'671 | 342'671 | 223'046 CHF | 226'479 CHF | 100.00% | 100.00% |
18.12.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 340'000 | 340'000 | 338'461 | 338'461 | 219'344 CHF | 222'730 CHF | 100.00% | 100.00% |
17.12.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 340'000 | 340'000 | 338'584 | 338'584 | 219'202 CHF | 222'587 CHF | 100.00% | 100.00% |
16.12.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 345'000 | 345'000 | 340'207 | 340'207 | 221'608 CHF | 225'012 CHF | 100.00% | 100.00% |
13.12.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 330'000 | 330'000 | 326'546 | 326'546 | 193'512 CHF | 196'780 CHF | 100.00% | 100.00% |
12.12.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 335'000 | 335'000 | 338'139 | 338'139 | 212'828 CHF | 216'212 CHF | 100.00% | 100.00% |
11.12.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 345'000 | 345'000 | 338'687 | 338'687 | 211'673 CHF | 215'067 CHF | 100.00% | 100.00% |
10.12.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 340'000 | 340'000 | 338'017 | 338'017 | 207'711 CHF | 211'091 CHF | 100.00% | 100.00% |
09.12.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 340'000 | 340'000 | 340'076 | 340'076 | 215'933 CHF | 219'334 CHF | 100.00% | 100.00% |
06.12.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 350'000 | 350'000 | 348'766 | 348'766 | 233'580 CHF | 237'067 CHF | 100.00% | 100.00% |