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 | 1.26% | 0.80 CHF | 0.81 CHF | 138'000 | 138'000 | 137'069 | 137'069 | 108'800 CHF | 110'174 CHF | 100.00% | 100.00% |
18.12.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 136'000 | 136'000 | 135'368 | 135'368 | 105'683 CHF | 107'037 CHF | 100.00% | 100.00% |
17.12.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 136'000 | 136'000 | 135'433 | 135'433 | 105'445 CHF | 106'800 CHF | 100.00% | 100.00% |
16.12.2024 | 1.26% | 0.82 CHF | 0.83 CHF | 138'000 | 138'000 | 136'066 | 136'066 | 107'661 CHF | 109'023 CHF | 100.00% | 100.00% |
13.12.2024 | 1.54% | 0.67 CHF | 0.68 CHF | 132'000 | 132'000 | 130'600 | 130'600 | 84'295 CHF | 85'603 CHF | 100.00% | 100.00% |
12.12.2024 | 1.34% | 0.71 CHF | 0.72 CHF | 134'000 | 134'000 | 135'236 | 135'236 | 100'192 CHF | 101'546 CHF | 100.00% | 100.00% |
11.12.2024 | 1.36% | 0.76 CHF | 0.77 CHF | 138'000 | 138'000 | 135'417 | 135'417 | 99'465 CHF | 100'822 CHF | 100.00% | 100.00% |
10.12.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 136'000 | 136'000 | 135'207 | 135'207 | 96'296 CHF | 97'648 CHF | 100.00% | 100.00% |
09.12.2024 | 1.31% | 0.72 CHF | 0.73 CHF | 136'000 | 136'000 | 136'030 | 136'030 | 103'027 CHF | 104'387 CHF | 100.00% | 100.00% |
06.12.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 140'000 | 140'000 | 139'507 | 139'507 | 117'592 CHF | 118'988 CHF | 100.00% | 100.00% |