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 | 1.13% | 0.90 CHF | 0.91 CHF | 260'000 | 260'000 | 143'429 | 143'429 | 129'958 CHF | 131'397 CHF | 98.78% | 98.78% |
18.12.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 260'000 | 260'000 | 141'829 | 141'829 | 142'949 CHF | 144'372 CHF | 95.38% | 95.38% |
17.12.2024 | 1.03% | 1.02 CHF | 1.03 CHF | 260'000 | 260'000 | 144'285 | 144'285 | 143'488 CHF | 144'936 CHF | 99.66% | 99.66% |
16.12.2024 | 1.07% | 0.96 CHF | 0.97 CHF | 260'000 | 260'000 | 144'487 | 144'487 | 138'947 CHF | 140'397 CHF | 100.00% | 100.00% |
13.12.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 260'000 | 260'000 | 144'481 | 144'481 | 141'842 CHF | 143'292 CHF | 100.00% | 100.00% |
12.12.2024 | 1.06% | 1.03 CHF | 1.04 CHF | 260'000 | 260'000 | 144'487 | 144'487 | 141'287 CHF | 142'738 CHF | 100.00% | 100.00% |
11.12.2024 | 1.12% | 0.98 CHF | 0.99 CHF | 260'000 | 260'000 | 146'678 | 146'678 | 136'551 CHF | 138'024 CHF | 81.83% | 81.83% |
10.12.2024 | 1.11% | 0.95 CHF | 0.96 CHF | 260'000 | 260'000 | 150'452 | 150'452 | 140'679 CHF | 142'190 CHF | 91.00% | 91.00% |
09.12.2024 | 1.14% | 0.93 CHF | 0.94 CHF | 270'000 | 270'000 | 151'190 | 151'190 | 137'182 CHF | 138'700 CHF | 78.88% | 78.88% |
06.12.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 270'000 | 270'000 | 148'992 | 148'992 | 135'753 CHF | 137'249 CHF | 100.00% | 100.00% |