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 | 1.26% | 0.85 CHF | 0.86 CHF | 178'000 | 178'000 | 79'729 | 79'729 | 67'875 CHF | 68'698 CHF | 99.75% | 99.75% |
18.12.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 176'000 | 176'000 | 78'866 | 78'866 | 64'851 CHF | 65'642 CHF | 99.12% | 99.12% |
17.12.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 176'000 | 176'000 | 79'512 | 79'512 | 67'502 CHF | 68'299 CHF | 100.00% | 100.00% |
16.12.2024 | 1.23% | 0.82 CHF | 0.83 CHF | 176'000 | 176'000 | 79'337 | 79'337 | 65'326 CHF | 66'122 CHF | 99.91% | 99.91% |
13.12.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 176'000 | 176'000 | 78'472 | 78'472 | 63'711 CHF | 64'499 CHF | 100.00% | 100.00% |
12.12.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 176'000 | 176'000 | 79'270 | 79'270 | 64'985 CHF | 65'782 CHF | 100.00% | 100.00% |
11.12.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 178'000 | 178'000 | 79'802 | 79'802 | 66'084 CHF | 66'885 CHF | 100.00% | 100.00% |
10.12.2024 | 1.20% | 0.85 CHF | 0.86 CHF | 182'000 | 182'000 | 81'575 | 81'575 | 69'421 CHF | 70'238 CHF | 100.00% | 100.00% |
09.12.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 182'000 | 182'000 | 81'673 | 81'673 | 69'170 CHF | 69'989 CHF | 100.00% | 100.00% |
06.12.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 182'000 | 182'000 | 80'846 | 80'846 | 66'537 CHF | 67'347 CHF | 97.26% | 97.26% |