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 | 1.40% | 0.72 CHF | 0.73 CHF | 260'000 | 260'000 | 143'985 | 143'985 | 104'981 CHF | 106'427 CHF | 99.45% | 99.45% |
18.12.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 260'000 | 260'000 | 144'297 | 144'297 | 119'736 CHF | 121'184 CHF | 98.28% | 98.28% |
17.12.2024 | 1.26% | 0.85 CHF | 0.86 CHF | 260'000 | 260'000 | 144'306 | 144'306 | 117'837 CHF | 119'286 CHF | 99.84% | 99.84% |
16.12.2024 | 1.31% | 0.79 CHF | 0.80 CHF | 260'000 | 260'000 | 144'487 | 144'487 | 113'347 CHF | 114'798 CHF | 100.00% | 100.00% |
13.12.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 260'000 | 260'000 | 144'481 | 144'481 | 116'255 CHF | 117'706 CHF | 100.00% | 100.00% |
12.12.2024 | 1.29% | 0.85 CHF | 0.86 CHF | 260'000 | 260'000 | 144'478 | 144'478 | 116'009 CHF | 117'459 CHF | 100.00% | 100.00% |
11.12.2024 | 1.37% | 0.80 CHF | 0.81 CHF | 260'000 | 260'000 | 145'673 | 145'673 | 109'985 CHF | 111'448 CHF | 98.27% | 98.27% |
10.12.2024 | 1.36% | 0.78 CHF | 0.79 CHF | 260'000 | 260'000 | 146'913 | 146'913 | 111'681 CHF | 113'156 CHF | 99.94% | 99.94% |
09.12.2024 | 1.40% | 0.76 CHF | 0.77 CHF | 270'000 | 270'000 | 147'714 | 147'714 | 108'393 CHF | 109'876 CHF | 98.87% | 98.87% |
06.12.2024 | 1.39% | 0.74 CHF | 0.75 CHF | 270'000 | 270'000 | 148'995 | 148'995 | 110'182 CHF | 111'678 CHF | 100.00% | 100.00% |