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 | 1.29% | 0.77 CHF | 0.78 CHF | 345'000 | 345'000 | 342'674 | 342'674 | 264'300 CHF | 267'734 CHF | 100.00% | 100.00% |
18.12.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 340'000 | 340'000 | 338'467 | 338'467 | 260'549 CHF | 263'935 CHF | 100.00% | 100.00% |
17.12.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 340'000 | 340'000 | 338'583 | 338'583 | 260'888 CHF | 264'274 CHF | 100.00% | 100.00% |
16.12.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 345'000 | 345'000 | 340'214 | 340'214 | 262'815 CHF | 266'219 CHF | 100.00% | 100.00% |
13.12.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 330'000 | 330'000 | 326'551 | 326'551 | 233'409 CHF | 236'677 CHF | 100.00% | 100.00% |
12.12.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 335'000 | 335'000 | 338'150 | 338'150 | 253'624 CHF | 257'008 CHF | 100.00% | 100.00% |
11.12.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 345'000 | 345'000 | 338'704 | 338'704 | 252'611 CHF | 256'005 CHF | 100.00% | 100.00% |
10.12.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 340'000 | 340'000 | 338'017 | 338'017 | 248'857 CHF | 252'237 CHF | 100.00% | 100.00% |
09.12.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 340'000 | 340'000 | 340'073 | 340'073 | 257'249 CHF | 260'650 CHF | 100.00% | 100.00% |
06.12.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 350'000 | 350'000 | 348'767 | 348'767 | 275'913 CHF | 279'401 CHF | 100.00% | 100.00% |