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 | 1.43% | 0.71 CHF | 0.72 CHF | 138'000 | 138'000 | 137'069 | 137'069 | 95'820 CHF | 97'194 CHF | 100.00% | 100.00% |
18.12.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 136'000 | 136'000 | 135'370 | 135'370 | 92'962 CHF | 94'317 CHF | 100.00% | 100.00% |
17.12.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 136'000 | 136'000 | 135'433 | 135'433 | 92'631 CHF | 93'985 CHF | 100.00% | 100.00% |
16.12.2024 | 1.43% | 0.72 CHF | 0.73 CHF | 138'000 | 138'000 | 136'059 | 136'059 | 94'765 CHF | 96'127 CHF | 100.00% | 100.00% |
13.12.2024 | 1.80% | 0.58 CHF | 0.59 CHF | 132'000 | 132'000 | 130'599 | 130'599 | 71'976 CHF | 73'283 CHF | 100.00% | 100.00% |
12.12.2024 | 1.54% | 0.62 CHF | 0.63 CHF | 134'000 | 134'000 | 135'243 | 135'243 | 87'449 CHF | 88'803 CHF | 100.00% | 100.00% |
11.12.2024 | 1.56% | 0.67 CHF | 0.68 CHF | 138'000 | 138'000 | 135'423 | 135'423 | 86'719 CHF | 88'077 CHF | 100.00% | 100.00% |
10.12.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 136'000 | 136'000 | 135'207 | 135'207 | 83'767 CHF | 85'119 CHF | 100.00% | 100.00% |
09.12.2024 | 1.50% | 0.63 CHF | 0.64 CHF | 136'000 | 136'000 | 136'030 | 136'030 | 90'278 CHF | 91'638 CHF | 100.00% | 100.00% |
06.12.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 140'000 | 140'000 | 139'507 | 139'507 | 104'591 CHF | 105'986 CHF | 100.00% | 100.00% |