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 | 0.66% | 1.51 CHF | 1.52 CHF | 138'000 | 138'000 | 137'069 | 137'069 | 206'527 CHF | 207'901 CHF | 100.00% | 100.00% |
18.12.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 136'000 | 136'000 | 135'382 | 135'382 | 202'781 CHF | 204'135 CHF | 100.00% | 100.00% |
17.12.2024 | 0.67% | 1.50 CHF | 1.51 CHF | 136'000 | 136'000 | 135'433 | 135'433 | 202'882 CHF | 204'236 CHF | 100.00% | 100.00% |
16.12.2024 | 0.66% | 1.54 CHF | 1.55 CHF | 138'000 | 138'000 | 136'080 | 136'080 | 205'082 CHF | 206'443 CHF | 100.00% | 100.00% |
13.12.2024 | 0.73% | 1.39 CHF | 1.40 CHF | 132'000 | 132'000 | 130'615 | 130'615 | 177'902 CHF | 179'209 CHF | 100.00% | 100.00% |
12.12.2024 | 0.69% | 1.42 CHF | 1.43 CHF | 134'000 | 134'000 | 135'253 | 135'253 | 196'590 CHF | 197'944 CHF | 100.00% | 100.00% |
11.12.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 138'000 | 138'000 | 135'465 | 135'465 | 195'612 CHF | 196'969 CHF | 100.00% | 100.00% |
10.12.2024 | 0.70% | 1.42 CHF | 1.43 CHF | 136'000 | 136'000 | 135'207 | 135'207 | 192'200 CHF | 193'552 CHF | 100.00% | 100.00% |
09.12.2024 | 0.68% | 1.43 CHF | 1.44 CHF | 136'000 | 136'000 | 136'030 | 136'030 | 199'784 CHF | 201'144 CHF | 100.00% | 100.00% |
06.12.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 140'000 | 140'000 | 139'506 | 139'506 | 216'674 CHF | 218'069 CHF | 100.00% | 100.00% |