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 | 1.04% | 1.03 CHF | 1.04 CHF | 178'000 | 178'000 | 79'731 | 79'731 | 82'093 CHF | 82'916 CHF | 99.75% | 99.75% |
18.12.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 176'000 | 176'000 | 78'912 | 78'912 | 78'900 CHF | 79'691 CHF | 99.13% | 99.13% |
17.12.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 176'000 | 176'000 | 79'512 | 79'512 | 81'504 CHF | 82'301 CHF | 100.00% | 100.00% |
16.12.2024 | 1.01% | 1.00 CHF | 1.01 CHF | 176'000 | 176'000 | 79'337 | 79'337 | 79'395 CHF | 80'190 CHF | 99.91% | 99.91% |
13.12.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 176'000 | 176'000 | 78'469 | 78'469 | 77'424 CHF | 78'212 CHF | 100.00% | 100.00% |
12.12.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 176'000 | 176'000 | 79'269 | 79'269 | 78'867 CHF | 79'664 CHF | 100.00% | 100.00% |
11.12.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 178'000 | 178'000 | 79'798 | 79'798 | 80'035 CHF | 80'836 CHF | 100.00% | 100.00% |
10.12.2024 | 1.00% | 1.02 CHF | 1.03 CHF | 182'000 | 182'000 | 81'573 | 81'573 | 83'620 CHF | 84'437 CHF | 100.00% | 100.00% |
09.12.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 182'000 | 182'000 | 81'669 | 81'669 | 83'264 CHF | 84'083 CHF | 100.00% | 100.00% |
06.12.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 182'000 | 182'000 | 80'578 | 80'578 | 80'295 CHF | 81'103 CHF | 100.00% | 100.00% |