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 | 2.06% | 0.91 CHF | 0.93 CHF | 37'100 | 37'100 | 36'792 | 36'792 | 35'289 CHF | 36'025 CHF | 100.00% | 100.00% |
18.12.2024 | 1.75% | 1.11 CHF | 1.13 CHF | 32'800 | 32'800 | 32'605 | 32'605 | 36'943 CHF | 37'595 CHF | 99.46% | 99.46% |
17.12.2024 | 1.57% | 1.27 CHF | 1.29 CHF | 32'000 | 32'000 | 31'890 | 31'890 | 40'233 CHF | 40'871 CHF | 100.00% | 100.00% |
16.12.2024 | 1.60% | 1.26 CHF | 1.28 CHF | 30'300 | 30'300 | 30'280 | 30'280 | 37'547 CHF | 38'153 CHF | 100.00% | 100.00% |
13.12.2024 | 1.38% | 1.34 CHF | 1.36 CHF | 27'800 | 27'800 | 27'511 | 27'511 | 39'760 CHF | 40'310 CHF | 100.00% | 100.00% |
12.12.2024 | 1.29% | 1.47 CHF | 1.49 CHF | 26'200 | 26'200 | 26'114 | 26'113 | 40'208 CHF | 40'728 CHF | 100.00% | 100.00% |
11.12.2024 | 1.37% | 1.57 CHF | 1.59 CHF | 27'100 | 27'100 | 27'422 | 27'422 | 39'757 CHF | 40'306 CHF | 100.00% | 100.00% |
10.12.2024 | 1.22% | 1.52 CHF | 1.54 CHF | 23'300 | 23'300 | 23'054 | 23'054 | 37'615 CHF | 38'076 CHF | 100.00% | 100.00% |
09.12.2024 | 1.13% | 1.76 CHF | 1.78 CHF | 24'200 | 24'200 | 24'125 | 24'125 | 42'512 CHF | 42'994 CHF | 100.00% | 100.00% |
06.12.2024 | 1.22% | 1.68 CHF | 1.70 CHF | 24'700 | 24'700 | 24'873 | 24'873 | 40'655 CHF | 41'153 CHF | 100.00% | 100.00% |