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 | 1.19% | 0.83 CHF | 0.84 CHF | 19'000 | 19'000 | 33'020 | 33'020 | 27'520 CHF | 27'850 CHF | 95.88% | 95.88% |
18.12.2024 | 0.97% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'829 CHF | 77'579 CHF | 96.69% | 96.69% |
17.12.2024 | 0.91% | 1.14 CHF | 1.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 82'068 CHF | 82'818 CHF | 100.00% | 100.00% |
16.12.2024 | 0.94% | 1.10 CHF | 1.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'574 CHF | 80'324 CHF | 100.00% | 100.00% |
13.12.2024 | 0.94% | 1.03 CHF | 1.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 79'712 CHF | 80'462 CHF | 100.00% | 100.00% |
12.12.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 80'207 CHF | 80'957 CHF | 93.59% | 93.59% |
11.12.2024 | 0.97% | 1.10 CHF | 1.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'966 CHF | 77'716 CHF | 100.00% | 100.00% |
10.12.2024 | 1.13% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'346 CHF | 67'096 CHF | 98.55% | 98.55% |
09.12.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'712 CHF | 63'462 CHF | 100.00% | 100.00% |
06.12.2024 | 1.19% | 0.90 CHF | 0.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'595 CHF | 63'345 CHF | 100.00% | 100.00% |