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 | 1.13% | 0.89 CHF | 0.90 CHF | 138'000 | 138'000 | 137'069 | 137'069 | 121'538 CHF | 122'911 CHF | 100.00% | 100.00% |
18.12.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 136'000 | 136'000 | 135'373 | 135'373 | 118'383 CHF | 119'737 CHF | 100.00% | 100.00% |
17.12.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 136'000 | 136'000 | 135'433 | 135'433 | 118'252 CHF | 119'606 CHF | 100.00% | 100.00% |
16.12.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 138'000 | 138'000 | 136'063 | 136'063 | 120'317 CHF | 121'678 CHF | 100.00% | 100.00% |
13.12.2024 | 1.35% | 0.77 CHF | 0.78 CHF | 132'000 | 132'000 | 130'600 | 130'600 | 96'501 CHF | 97'808 CHF | 100.00% | 100.00% |
12.12.2024 | 1.19% | 0.80 CHF | 0.81 CHF | 134'000 | 134'000 | 135'245 | 135'245 | 112'761 CHF | 114'114 CHF | 100.00% | 100.00% |
11.12.2024 | 1.21% | 0.85 CHF | 0.86 CHF | 138'000 | 138'000 | 135'433 | 135'433 | 112'031 CHF | 113'388 CHF | 100.00% | 100.00% |
10.12.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 136'000 | 136'000 | 135'207 | 135'207 | 108'779 CHF | 110'131 CHF | 100.00% | 100.00% |
09.12.2024 | 1.17% | 0.81 CHF | 0.82 CHF | 136'000 | 136'000 | 136'030 | 136'030 | 115'830 CHF | 117'190 CHF | 100.00% | 100.00% |
06.12.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 140'000 | 140'000 | 139'507 | 139'507 | 130'660 CHF | 132'055 CHF | 100.00% | 100.00% |