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 | 1.15% | 0.87 CHF | 0.88 CHF | 345'000 | 345'000 | 342'672 | 342'672 | 297'625 CHF | 301'059 CHF | 100.00% | 100.00% |
18.12.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 340'000 | 340'000 | 338'465 | 338'465 | 293'254 CHF | 296'640 CHF | 100.00% | 100.00% |
17.12.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 340'000 | 340'000 | 338'582 | 338'582 | 293'388 CHF | 296'774 CHF | 100.00% | 100.00% |
16.12.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 345'000 | 345'000 | 340'213 | 340'213 | 296'187 CHF | 299'591 CHF | 100.00% | 100.00% |
13.12.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 330'000 | 330'000 | 326'554 | 326'554 | 264'922 CHF | 268'190 CHF | 100.00% | 100.00% |
12.12.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 335'000 | 335'000 | 338'154 | 338'154 | 286'114 CHF | 289'498 CHF | 100.00% | 100.00% |
11.12.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 345'000 | 345'000 | 338'704 | 338'704 | 285'037 CHF | 288'431 CHF | 100.00% | 100.00% |
10.12.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 340'000 | 340'000 | 338'017 | 338'017 | 281'297 CHF | 284'677 CHF | 100.00% | 100.00% |
09.12.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 340'000 | 340'000 | 340'075 | 340'075 | 289'382 CHF | 292'783 CHF | 100.00% | 100.00% |
06.12.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 350'000 | 350'000 | 348'767 | 348'767 | 308'579 CHF | 312'067 CHF | 100.00% | 100.00% |