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 | 1.03% | 1.04 CHF | 1.05 CHF | 178'000 | 178'000 | 79'729 | 79'729 | 83'266 CHF | 84'090 CHF | 99.75% | 99.75% |
18.12.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 176'000 | 176'000 | 78'919 | 78'919 | 80'049 CHF | 80'840 CHF | 99.14% | 99.14% |
17.12.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 176'000 | 176'000 | 79'512 | 79'512 | 82'816 CHF | 83'612 CHF | 100.00% | 100.00% |
16.12.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 176'000 | 176'000 | 79'339 | 79'339 | 80'546 CHF | 81'342 CHF | 99.90% | 99.90% |
13.12.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 176'000 | 176'000 | 78'467 | 78'467 | 78'798 CHF | 79'586 CHF | 100.00% | 100.00% |
12.12.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 176'000 | 176'000 | 79'269 | 79'269 | 80'133 CHF | 80'930 CHF | 100.00% | 100.00% |
11.12.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 178'000 | 178'000 | 79'804 | 79'804 | 81'248 CHF | 82'049 CHF | 100.00% | 100.00% |
10.12.2024 | 0.98% | 1.04 CHF | 1.05 CHF | 182'000 | 182'000 | 81'576 | 81'576 | 84'916 CHF | 85'733 CHF | 100.00% | 100.00% |
09.12.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 182'000 | 182'000 | 81'670 | 81'670 | 84'604 CHF | 85'423 CHF | 100.00% | 100.00% |
06.12.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 182'000 | 182'000 | 80'576 | 80'576 | 81'525 CHF | 82'333 CHF | 100.00% | 100.00% |