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 | 0.93% | 1.08 CHF | 1.09 CHF | 138'000 | 138'000 | 137'069 | 137'069 | 147'161 CHF | 148'535 CHF | 100.00% | 100.00% |
18.12.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 136'000 | 136'000 | 135'375 | 135'375 | 143'777 CHF | 145'132 CHF | 100.00% | 100.00% |
17.12.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 136'000 | 136'000 | 135'434 | 135'434 | 143'707 CHF | 145'062 CHF | 100.00% | 100.00% |
16.12.2024 | 0.93% | 1.10 CHF | 1.11 CHF | 138'000 | 138'000 | 136'065 | 136'065 | 145'898 CHF | 147'259 CHF | 100.00% | 100.00% |
13.12.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 132'000 | 132'000 | 130'600 | 130'600 | 120'982 CHF | 122'289 CHF | 100.00% | 100.00% |
12.12.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 134'000 | 134'000 | 135'245 | 135'245 | 138'003 CHF | 139'357 CHF | 100.00% | 100.00% |
11.12.2024 | 0.99% | 1.04 CHF | 1.05 CHF | 138'000 | 138'000 | 135'434 | 135'434 | 137'160 CHF | 138'517 CHF | 100.00% | 100.00% |
10.12.2024 | 1.00% | 0.98 CHF | 0.99 CHF | 136'000 | 136'000 | 135'207 | 135'207 | 133'940 CHF | 135'292 CHF | 100.00% | 100.00% |
09.12.2024 | 0.96% | 1.00 CHF | 1.01 CHF | 136'000 | 136'000 | 136'030 | 136'030 | 140'856 CHF | 142'216 CHF | 100.00% | 100.00% |
06.12.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 140'000 | 140'000 | 139'506 | 139'506 | 156'462 CHF | 157'857 CHF | 100.00% | 100.00% |