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 | 1.12% | 0.95 CHF | 0.96 CHF | 178'000 | 178'000 | 79'728 | 79'728 | 75'988 CHF | 76'812 CHF | 99.75% | 99.75% |
18.12.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 176'000 | 176'000 | 78'918 | 78'918 | 72'906 CHF | 73'697 CHF | 99.14% | 99.14% |
17.12.2024 | 1.06% | 0.92 CHF | 0.93 CHF | 176'000 | 176'000 | 79'512 | 79'512 | 75'587 CHF | 76'384 CHF | 100.00% | 100.00% |
16.12.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 176'000 | 176'000 | 79'338 | 79'338 | 73'348 CHF | 74'143 CHF | 99.90% | 99.90% |
13.12.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 176'000 | 176'000 | 78'462 | 78'462 | 71'697 CHF | 72'485 CHF | 100.00% | 100.00% |
12.12.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 176'000 | 176'000 | 79'268 | 79'268 | 72'982 CHF | 73'779 CHF | 100.00% | 100.00% |
11.12.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 178'000 | 178'000 | 79'801 | 79'801 | 74'055 CHF | 74'857 CHF | 100.00% | 100.00% |
10.12.2024 | 1.07% | 0.95 CHF | 0.96 CHF | 182'000 | 182'000 | 81'571 | 81'571 | 77'572 CHF | 78'389 CHF | 100.00% | 100.00% |
09.12.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 182'000 | 182'000 | 81'670 | 81'670 | 77'285 CHF | 78'103 CHF | 100.00% | 100.00% |
06.12.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 182'000 | 182'000 | 80'852 | 80'852 | 74'570 CHF | 75'380 CHF | 97.26% | 97.26% |