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 | 0.86% | 1.17 CHF | 1.18 CHF | 138'000 | 138'000 | 137'069 | 137'069 | 159'854 CHF | 161'227 CHF | 100.00% | 100.00% |
18.12.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 136'000 | 136'000 | 135'370 | 135'370 | 156'406 CHF | 157'761 CHF | 100.00% | 100.00% |
17.12.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 136'000 | 136'000 | 135'433 | 135'433 | 156'356 CHF | 157'711 CHF | 100.00% | 100.00% |
16.12.2024 | 0.86% | 1.19 CHF | 1.20 CHF | 138'000 | 138'000 | 136'067 | 136'067 | 158'492 CHF | 159'853 CHF | 100.00% | 100.00% |
13.12.2024 | 0.98% | 1.05 CHF | 1.06 CHF | 132'000 | 132'000 | 130'602 | 130'602 | 133'185 CHF | 134'492 CHF | 100.00% | 100.00% |
12.12.2024 | 0.90% | 1.08 CHF | 1.09 CHF | 134'000 | 134'000 | 135'240 | 135'240 | 150'581 CHF | 151'934 CHF | 100.00% | 100.00% |
11.12.2024 | 0.91% | 1.13 CHF | 1.14 CHF | 138'000 | 138'000 | 135'425 | 135'425 | 149'679 CHF | 151'037 CHF | 100.00% | 100.00% |
10.12.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 136'000 | 136'000 | 135'207 | 135'207 | 146'410 CHF | 147'762 CHF | 100.00% | 100.00% |
09.12.2024 | 0.88% | 1.09 CHF | 1.10 CHF | 136'000 | 136'000 | 136'030 | 136'030 | 153'690 CHF | 155'050 CHF | 100.00% | 100.00% |
06.12.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 140'000 | 140'000 | 139'507 | 139'507 | 169'403 CHF | 170'798 CHF | 100.00% | 100.00% |