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 | 2.37% | 0.43 CHF | 0.44 CHF | 138'000 | 138'000 | 137'069 | 137'069 | 57'395 CHF | 58'768 CHF | 100.00% | 100.00% |
18.12.2024 | 2.44% | 0.41 CHF | 0.42 CHF | 136'000 | 136'000 | 135'363 | 135'363 | 54'858 CHF | 56'213 CHF | 100.00% | 100.00% |
17.12.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 136'000 | 136'000 | 135'433 | 135'433 | 54'453 CHF | 55'808 CHF | 100.00% | 100.00% |
16.12.2024 | 2.40% | 0.44 CHF | 0.45 CHF | 138'000 | 138'000 | 136'061 | 136'061 | 56'438 CHF | 57'800 CHF | 100.00% | 100.00% |
13.12.2024 | 3.66% | 0.30 CHF | 0.31 CHF | 132'000 | 132'000 | 130'598 | 130'598 | 35'173 CHF | 36'480 CHF | 100.00% | 100.00% |
12.12.2024 | 2.70% | 0.34 CHF | 0.35 CHF | 134'000 | 134'000 | 135'234 | 135'234 | 49'629 CHF | 50'982 CHF | 100.00% | 100.00% |
11.12.2024 | 2.75% | 0.39 CHF | 0.40 CHF | 138'000 | 138'000 | 135'408 | 135'408 | 49'023 CHF | 50'381 CHF | 100.00% | 100.00% |
10.12.2024 | 2.89% | 0.33 CHF | 0.34 CHF | 136'000 | 136'000 | 135'207 | 135'207 | 46'103 CHF | 47'455 CHF | 100.00% | 100.00% |
09.12.2024 | 2.57% | 0.35 CHF | 0.36 CHF | 136'000 | 136'000 | 136'030 | 136'030 | 52'328 CHF | 53'688 CHF | 100.00% | 100.00% |
06.12.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 140'000 | 140'000 | 139'507 | 139'507 | 65'742 CHF | 67'137 CHF | 100.00% | 100.00% |