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 | 1.24% | 0.86 CHF | 0.87 CHF | 178'000 | 178'000 | 79'730 | 79'730 | 68'804 CHF | 69'628 CHF | 99.75% | 99.75% |
18.12.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 176'000 | 176'000 | 78'921 | 78'921 | 65'814 CHF | 66'605 CHF | 99.13% | 99.13% |
17.12.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 176'000 | 176'000 | 79'512 | 79'512 | 68'431 CHF | 69'228 CHF | 100.00% | 100.00% |
16.12.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 176'000 | 176'000 | 79'339 | 79'339 | 66'227 CHF | 67'022 CHF | 99.90% | 99.90% |
13.12.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 176'000 | 176'000 | 78'467 | 78'467 | 64'647 CHF | 65'435 CHF | 100.00% | 100.00% |
12.12.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 176'000 | 176'000 | 79'271 | 79'271 | 65'900 CHF | 66'697 CHF | 100.00% | 100.00% |
11.12.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 178'000 | 178'000 | 79'807 | 79'807 | 66'994 CHF | 67'795 CHF | 100.00% | 100.00% |
10.12.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 182'000 | 182'000 | 81'573 | 81'573 | 70'354 CHF | 71'171 CHF | 100.00% | 100.00% |
09.12.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 182'000 | 182'000 | 81'673 | 81'673 | 70'088 CHF | 70'906 CHF | 100.00% | 100.00% |
06.12.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 182'000 | 182'000 | 80'577 | 80'577 | 67'246 CHF | 68'053 CHF | 100.00% | 100.00% |