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 | 1.44% | 0.72 CHF | 0.73 CHF | 178'000 | 178'000 | 79'937 | 79'937 | 56'846 CHF | 57'647 CHF | 99.64% | 99.64% |
27.12.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 178'000 | 178'000 | 79'884 | 79'884 | 54'828 CHF | 55'629 CHF | 98.97% | 98.97% |
23.12.2024 | 1.47% | 0.72 CHF | 0.73 CHF | 180'000 | 180'000 | 80'254 | 80'254 | 56'068 CHF | 56'872 CHF | 99.74% | 99.74% |
20.12.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 178'000 | 178'000 | 79'977 | 79'977 | 55'335 CHF | 56'136 CHF | 99.90% | 99.90% |
19.12.2024 | 1.58% | 0.67 CHF | 0.68 CHF | 178'000 | 178'000 | 79'727 | 79'727 | 53'869 CHF | 54'693 CHF | 99.76% | 99.76% |
18.12.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 176'000 | 176'000 | 78'910 | 78'910 | 51'155 CHF | 51'946 CHF | 99.11% | 99.11% |
17.12.2024 | 1.49% | 0.65 CHF | 0.66 CHF | 176'000 | 176'000 | 79'512 | 79'512 | 53'496 CHF | 54'293 CHF | 100.00% | 100.00% |
16.12.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 176'000 | 176'000 | 79'341 | 79'341 | 51'557 CHF | 52'352 CHF | 99.90% | 99.90% |
13.12.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 176'000 | 176'000 | 78'476 | 78'476 | 49'906 CHF | 50'694 CHF | 100.00% | 100.00% |
12.12.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 176'000 | 176'000 | 79'271 | 79'271 | 51'181 CHF | 51'978 CHF | 100.00% | 100.00% |