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 | 1.04% | 0.97 CHF | 0.98 CHF | 345'000 | 345'000 | 342'673 | 342'673 | 330'282 CHF | 333'715 CHF | 100.00% | 100.00% |
18.12.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 340'000 | 340'000 | 338'469 | 338'469 | 325'403 CHF | 328'789 CHF | 100.00% | 100.00% |
17.12.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 340'000 | 340'000 | 338'584 | 338'584 | 325'962 CHF | 329'348 CHF | 100.00% | 100.00% |
16.12.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 345'000 | 345'000 | 340'195 | 340'195 | 328'389 CHF | 331'793 CHF | 100.00% | 100.00% |
13.12.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 330'000 | 330'000 | 326'533 | 326'533 | 296'396 CHF | 299'664 CHF | 100.00% | 100.00% |
12.12.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 335'000 | 335'000 | 338'155 | 338'155 | 318'498 CHF | 321'883 CHF | 100.00% | 100.00% |
11.12.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 345'000 | 345'000 | 338'692 | 338'692 | 317'372 CHF | 320'766 CHF | 100.00% | 100.00% |
10.12.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 340'000 | 340'000 | 338'017 | 338'017 | 313'664 CHF | 317'044 CHF | 100.00% | 100.00% |
09.12.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 340'000 | 340'000 | 340'075 | 340'075 | 322'428 CHF | 325'829 CHF | 100.00% | 100.00% |
06.12.2024 | 1.01% | 0.98 CHF | 0.99 CHF | 350'000 | 350'000 | 348'767 | 348'767 | 342'549 CHF | 346'037 CHF | 100.00% | 100.00% |