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 | 1.39% | 0.77 CHF | 0.78 CHF | 178'000 | 178'000 | 79'729 | 79'729 | 61'528 CHF | 62'352 CHF | 99.75% | 99.75% |
18.12.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 176'000 | 176'000 | 78'870 | 78'870 | 58'623 CHF | 59'414 CHF | 99.12% | 99.12% |
17.12.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 176'000 | 176'000 | 79'513 | 79'513 | 61'205 CHF | 62'001 CHF | 100.00% | 100.00% |
16.12.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 176'000 | 176'000 | 79'338 | 79'338 | 59'040 CHF | 59'836 CHF | 99.90% | 99.90% |
13.12.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 176'000 | 176'000 | 78'466 | 78'466 | 57'539 CHF | 58'327 CHF | 100.00% | 100.00% |
12.12.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 176'000 | 176'000 | 79'270 | 79'270 | 58'721 CHF | 59'518 CHF | 100.00% | 100.00% |
11.12.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 178'000 | 178'000 | 79'808 | 79'808 | 59'797 CHF | 60'598 CHF | 100.00% | 100.00% |
10.12.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 182'000 | 182'000 | 81'571 | 81'571 | 63'018 CHF | 63'835 CHF | 100.00% | 100.00% |
09.12.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 182'000 | 182'000 | 81'670 | 81'670 | 62'752 CHF | 63'570 CHF | 100.00% | 100.00% |
06.12.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 182'000 | 182'000 | 80'852 | 80'852 | 60'252 CHF | 61'062 CHF | 97.26% | 97.26% |