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 | 0.56% | 1.79 CHF | 1.80 CHF | 138'000 | 138'000 | 137'070 | 137'070 | 244'610 CHF | 245'983 CHF | 100.00% | 100.00% |
18.12.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 136'000 | 136'000 | 135'385 | 135'385 | 240'585 CHF | 241'939 CHF | 100.00% | 100.00% |
17.12.2024 | 0.56% | 1.77 CHF | 1.78 CHF | 136'000 | 136'000 | 135'433 | 135'433 | 240'771 CHF | 242'126 CHF | 100.00% | 100.00% |
16.12.2024 | 0.56% | 1.82 CHF | 1.83 CHF | 138'000 | 138'000 | 136'074 | 136'074 | 243'052 CHF | 244'413 CHF | 100.00% | 100.00% |
13.12.2024 | 0.61% | 1.67 CHF | 1.68 CHF | 132'000 | 132'000 | 130'610 | 130'610 | 214'366 CHF | 215'673 CHF | 100.00% | 100.00% |
12.12.2024 | 0.58% | 1.70 CHF | 1.71 CHF | 134'000 | 134'000 | 135'257 | 135'257 | 234'167 CHF | 235'520 CHF | 100.00% | 100.00% |
11.12.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 138'000 | 138'000 | 135'467 | 135'467 | 233'039 CHF | 234'397 CHF | 100.00% | 100.00% |
10.12.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 136'000 | 136'000 | 135'207 | 135'207 | 229'433 CHF | 230'785 CHF | 100.00% | 100.00% |
09.12.2024 | 0.57% | 1.70 CHF | 1.71 CHF | 136'000 | 136'000 | 136'030 | 136'030 | 237'325 CHF | 238'685 CHF | 100.00% | 100.00% |
06.12.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 140'000 | 140'000 | 139'507 | 139'507 | 255'302 CHF | 256'697 CHF | 100.00% | 100.00% |