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 | 1.99% | 0.50 CHF | 0.51 CHF | 345'000 | 345'000 | 342'673 | 342'673 | 171'516 CHF | 174'950 CHF | 100.00% | 100.00% |
18.12.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 340'000 | 340'000 | 338'428 | 338'428 | 167'834 CHF | 171'220 CHF | 100.00% | 100.00% |
17.12.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 340'000 | 340'000 | 338'582 | 338'582 | 167'245 CHF | 170'631 CHF | 100.00% | 100.00% |
16.12.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 345'000 | 345'000 | 340'174 | 340'174 | 170'231 CHF | 173'635 CHF | 100.00% | 100.00% |
13.12.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 330'000 | 330'000 | 326'514 | 326'514 | 143'969 CHF | 147'237 CHF | 100.00% | 100.00% |
12.12.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 335'000 | 335'000 | 338'112 | 338'112 | 161'974 CHF | 165'358 CHF | 100.00% | 100.00% |
11.12.2024 | 2.09% | 0.49 CHF | 0.50 CHF | 345'000 | 345'000 | 338'587 | 338'587 | 160'825 CHF | 164'219 CHF | 100.00% | 100.00% |
10.12.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 340'000 | 340'000 | 338'018 | 338'018 | 157'380 CHF | 160'760 CHF | 100.00% | 100.00% |
09.12.2024 | 2.04% | 0.47 CHF | 0.48 CHF | 340'000 | 340'000 | 340'075 | 340'075 | 164'840 CHF | 168'241 CHF | 100.00% | 100.00% |
06.12.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 350'000 | 350'000 | 348'767 | 348'767 | 181'247 CHF | 184'735 CHF | 100.00% | 100.00% |