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 | 0.94% | 1.08 CHF | 1.09 CHF | 260'000 | 260'000 | 143'926 | 143'926 | 156'454 CHF | 157'899 CHF | 99.39% | 99.39% |
18.12.2024 | 0.86% | 1.18 CHF | 1.19 CHF | 260'000 | 260'000 | 144'028 | 144'028 | 171'057 CHF | 172'502 CHF | 97.80% | 97.80% |
17.12.2024 | 0.88% | 1.20 CHF | 1.21 CHF | 260'000 | 260'000 | 144'283 | 144'283 | 169'506 CHF | 170'954 CHF | 99.72% | 99.72% |
16.12.2024 | 0.90% | 1.15 CHF | 1.16 CHF | 260'000 | 260'000 | 144'487 | 144'487 | 164'984 CHF | 166'435 CHF | 100.00% | 100.00% |
13.12.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 260'000 | 260'000 | 144'480 | 144'480 | 167'901 CHF | 169'351 CHF | 100.00% | 100.00% |
12.12.2024 | 0.90% | 1.21 CHF | 1.22 CHF | 260'000 | 260'000 | 144'486 | 144'486 | 167'222 CHF | 168'673 CHF | 100.00% | 100.00% |
11.12.2024 | 0.94% | 1.15 CHF | 1.16 CHF | 260'000 | 260'000 | 145'279 | 145'279 | 160'775 CHF | 162'234 CHF | 97.15% | 97.15% |
10.12.2024 | 0.93% | 1.13 CHF | 1.14 CHF | 260'000 | 260'000 | 146'925 | 146'925 | 163'293 CHF | 164'768 CHF | 99.90% | 99.90% |
09.12.2024 | 0.95% | 1.11 CHF | 1.12 CHF | 270'000 | 270'000 | 147'063 | 147'063 | 159'359 CHF | 160'836 CHF | 98.40% | 98.40% |
06.12.2024 | 0.95% | 1.09 CHF | 1.10 CHF | 270'000 | 270'000 | 148'991 | 148'991 | 162'250 CHF | 163'746 CHF | 100.00% | 100.00% |