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 | 0.95% | 2.17 CHF | 2.19 CHF | 23'000 | 23'000 | 22'798 | 22'798 | 47'756 CHF | 48'212 CHF | 100.00% | 100.00% |
18.12.2024 | 1.09% | 1.85 CHF | 1.87 CHF | 25'300 | 25'300 | 25'170 | 25'170 | 45'749 CHF | 46'252 CHF | 99.46% | 99.46% |
17.12.2024 | 1.20% | 1.64 CHF | 1.66 CHF | 25'200 | 25'200 | 25'127 | 25'127 | 41'491 CHF | 41'994 CHF | 100.00% | 100.00% |
16.12.2024 | 1.19% | 1.65 CHF | 1.67 CHF | 26'900 | 26'900 | 26'887 | 26'887 | 44'976 CHF | 45'514 CHF | 100.00% | 100.00% |
13.12.2024 | 1.36% | 1.56 CHF | 1.58 CHF | 29'200 | 29'200 | 28'911 | 28'911 | 42'134 CHF | 42'712 CHF | 100.00% | 100.00% |
12.12.2024 | 1.45% | 1.43 CHF | 1.45 CHF | 30'400 | 30'400 | 30'282 | 30'282 | 41'535 CHF | 42'141 CHF | 100.00% | 100.00% |
11.12.2024 | 1.36% | 1.35 CHF | 1.37 CHF | 28'500 | 28'500 | 28'889 | 28'889 | 42'161 CHF | 42'739 CHF | 100.00% | 100.00% |
10.12.2024 | 1.50% | 1.40 CHF | 1.42 CHF | 34'200 | 34'200 | 33'912 | 33'912 | 44'967 CHF | 45'645 CHF | 100.00% | 100.00% |
09.12.2024 | 1.61% | 1.24 CHF | 1.26 CHF | 31'300 | 31'300 | 31'188 | 31'188 | 38'593 CHF | 39'217 CHF | 100.00% | 100.00% |
06.12.2024 | 1.48% | 1.31 CHF | 1.33 CHF | 30'300 | 30'300 | 30'473 | 30'473 | 40'891 CHF | 41'501 CHF | 100.00% | 100.00% |