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 | 1.16% | 0.86 CHF | 0.87 CHF | 345'000 | 345'000 | 342'674 | 342'674 | 294'598 CHF | 298'032 CHF | 100.00% | 100.00% |
18.12.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 340'000 | 340'000 | 338'467 | 338'467 | 290'312 CHF | 293'698 CHF | 100.00% | 100.00% |
17.12.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 340'000 | 340'000 | 338'582 | 338'582 | 290'428 CHF | 293'814 CHF | 100.00% | 100.00% |
16.12.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 345'000 | 345'000 | 340'194 | 340'194 | 292'905 CHF | 296'309 CHF | 100.00% | 100.00% |
13.12.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 330'000 | 330'000 | 326'531 | 326'531 | 261'932 CHF | 265'201 CHF | 100.00% | 100.00% |
12.12.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 335'000 | 335'000 | 338'150 | 338'150 | 283'339 CHF | 286'723 CHF | 100.00% | 100.00% |
11.12.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 345'000 | 345'000 | 338'697 | 338'697 | 282'028 CHF | 285'422 CHF | 100.00% | 100.00% |
10.12.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 340'000 | 340'000 | 338'017 | 338'017 | 278'073 CHF | 281'454 CHF | 100.00% | 100.00% |
09.12.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 340'000 | 340'000 | 340'074 | 340'074 | 286'496 CHF | 289'897 CHF | 100.00% | 100.00% |
06.12.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 350'000 | 350'000 | 348'767 | 348'767 | 305'465 CHF | 308'953 CHF | 100.00% | 100.00% |