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 | 2.76% | 0.36 CHF | 0.37 CHF | 260'000 | 260'000 | 143'452 | 143'452 | 52'959 CHF | 54'399 CHF | 99.05% | 99.05% |
18.12.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 260'000 | 260'000 | 143'722 | 143'722 | 67'679 CHF | 69'121 CHF | 97.05% | 97.05% |
17.12.2024 | 2.24% | 0.49 CHF | 0.50 CHF | 260'000 | 260'000 | 144'149 | 144'149 | 65'966 CHF | 67'414 CHF | 99.64% | 99.64% |
16.12.2024 | 2.38% | 0.43 CHF | 0.44 CHF | 260'000 | 260'000 | 144'487 | 144'487 | 61'613 CHF | 63'064 CHF | 100.00% | 100.00% |
13.12.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 260'000 | 260'000 | 144'481 | 144'481 | 64'517 CHF | 65'967 CHF | 100.00% | 100.00% |
12.12.2024 | 2.33% | 0.50 CHF | 0.51 CHF | 260'000 | 260'000 | 144'487 | 144'487 | 64'616 CHF | 66'067 CHF | 100.00% | 100.00% |
11.12.2024 | 2.59% | 0.45 CHF | 0.46 CHF | 260'000 | 260'000 | 145'198 | 145'198 | 58'241 CHF | 59'700 CHF | 97.40% | 97.40% |
10.12.2024 | 2.54% | 0.43 CHF | 0.44 CHF | 260'000 | 260'000 | 146'950 | 146'950 | 59'949 CHF | 61'425 CHF | 99.84% | 99.84% |
09.12.2024 | 2.68% | 0.41 CHF | 0.42 CHF | 270'000 | 270'000 | 147'072 | 147'072 | 56'253 CHF | 57'729 CHF | 97.77% | 97.77% |
06.12.2024 | 2.65% | 0.39 CHF | 0.40 CHF | 270'000 | 270'000 | 148'999 | 148'999 | 57'899 CHF | 59'396 CHF | 100.00% | 100.00% |