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 | 1.87% | 0.54 CHF | 0.55 CHF | 260'000 | 260'000 | 143'322 | 143'322 | 78'413 CHF | 79'852 CHF | 98.75% | 98.75% |
18.12.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 260'000 | 260'000 | 143'333 | 143'333 | 93'172 CHF | 94'610 CHF | 96.38% | 96.38% |
17.12.2024 | 1.62% | 0.67 CHF | 0.68 CHF | 260'000 | 260'000 | 144'233 | 144'233 | 91'699 CHF | 93'147 CHF | 99.77% | 99.77% |
16.12.2024 | 1.69% | 0.61 CHF | 0.62 CHF | 260'000 | 260'000 | 144'487 | 144'487 | 87'295 CHF | 88'745 CHF | 100.00% | 100.00% |
13.12.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 260'000 | 260'000 | 144'481 | 144'481 | 90'201 CHF | 91'651 CHF | 100.00% | 100.00% |
12.12.2024 | 1.67% | 0.67 CHF | 0.68 CHF | 260'000 | 260'000 | 144'478 | 144'478 | 90'107 CHF | 91'557 CHF | 100.00% | 100.00% |
11.12.2024 | 1.81% | 0.62 CHF | 0.63 CHF | 260'000 | 260'000 | 147'597 | 147'597 | 85'324 CHF | 86'807 CHF | 82.91% | 82.91% |
10.12.2024 | 1.78% | 0.60 CHF | 0.61 CHF | 260'000 | 260'000 | 149'407 | 149'407 | 87'169 CHF | 88'669 CHF | 93.61% | 93.61% |
09.12.2024 | 1.85% | 0.58 CHF | 0.59 CHF | 270'000 | 270'000 | 150'642 | 150'642 | 83'986 CHF | 85'499 CHF | 78.23% | 78.23% |
06.12.2024 | 1.84% | 0.56 CHF | 0.57 CHF | 270'000 | 270'000 | 148'996 | 148'996 | 83'706 CHF | 85'202 CHF | 100.00% | 100.00% |