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 | 1.62% | 0.60 CHF | 0.61 CHF | 113'500 | 113'500 | 112'730 | 112'730 | 69'448 CHF | 70'578 CHF | 100.00% | 100.00% |
18.12.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 108'100 | 108'100 | 107'656 | 107'656 | 69'247 CHF | 70'323 CHF | 100.00% | 100.00% |
17.12.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 115'200 | 115'200 | 114'720 | 114'720 | 74'830 CHF | 75'978 CHF | 100.00% | 100.00% |
16.12.2024 | 1.56% | 0.59 CHF | 0.60 CHF | 89'900 | 89'900 | 88'709 | 88'709 | 56'729 CHF | 57'616 CHF | 100.00% | 100.00% |
13.12.2024 | 1.11% | 0.85 CHF | 0.86 CHF | 87'200 | 87'200 | 86'369 | 86'369 | 77'486 CHF | 78'349 CHF | 100.00% | 100.00% |
12.12.2024 | 1.36% | 0.77 CHF | 0.78 CHF | 100'100 | 100'100 | 101'129 | 101'129 | 73'768 CHF | 74'779 CHF | 100.00% | 100.00% |
11.12.2024 | 1.35% | 0.69 CHF | 0.70 CHF | 92'000 | 92'000 | 90'529 | 90'529 | 66'863 CHF | 67'768 CHF | 100.00% | 100.00% |
10.12.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 94'400 | 94'400 | 93'849 | 93'849 | 72'644 CHF | 73'582 CHF | 100.00% | 100.00% |
09.12.2024 | 1.40% | 0.76 CHF | 0.77 CHF | 110'600 | 110'600 | 110'615 | 110'615 | 78'604 CHF | 79'711 CHF | 100.00% | 100.00% |
06.12.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 134'800 | 134'800 | 134'325 | 134'325 | 79'982 CHF | 81'325 CHF | 100.00% | 100.00% |