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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.12.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 134'000 | 134'000 | 133'777 | 133'777 | 127'774 CHF | 129'113 CHF | 59.18% | 59.18% |
27.12.2024 | 1.00% | 0.97 CHF | 0.98 CHF | 136'000 | 136'000 | 136'163 | 136'163 | 135'244 CHF | 136'606 CHF | 100.00% | 100.00% |
23.12.2024 | 0.96% | 1.03 CHF | 1.04 CHF | 140'000 | 140'000 | 139'216 | 139'216 | 143'678 CHF | 145'070 CHF | 100.00% | 100.00% |
20.12.2024 | 0.97% | 0.99 CHF | 1.00 CHF | 138'000 | 138'000 | 139'054 | 139'054 | 142'145 CHF | 143'536 CHF | 100.00% | 100.00% |
19.12.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 138'000 | 138'000 | 137'069 | 137'069 | 134'182 CHF | 135'556 CHF | 100.00% | 100.00% |
18.12.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 136'000 | 136'000 | 135'367 | 135'367 | 131'106 CHF | 132'460 CHF | 100.00% | 100.00% |
17.12.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 136'000 | 136'000 | 135'433 | 135'433 | 130'850 CHF | 132'204 CHF | 100.00% | 100.00% |
16.12.2024 | 1.02% | 1.01 CHF | 1.02 CHF | 138'000 | 138'000 | 136'065 | 136'065 | 133'140 CHF | 134'502 CHF | 100.00% | 100.00% |
13.12.2024 | 1.20% | 0.86 CHF | 0.87 CHF | 132'000 | 132'000 | 130'601 | 130'601 | 108'785 CHF | 110'092 CHF | 100.00% | 100.00% |
12.12.2024 | 1.08% | 0.90 CHF | 0.91 CHF | 134'000 | 134'000 | 135'235 | 135'235 | 125'308 CHF | 126'662 CHF | 100.00% | 100.00% |