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 | 2.53% | 0.42 CHF | 0.43 CHF | 178'000 | 178'000 | 79'728 | 79'728 | 33'487 CHF | 34'311 CHF | 99.75% | 99.75% |
18.12.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 176'000 | 176'000 | 78'860 | 78'860 | 30'916 CHF | 31'707 CHF | 99.13% | 99.13% |
17.12.2024 | 2.36% | 0.39 CHF | 0.40 CHF | 176'000 | 176'000 | 79'512 | 79'512 | 33'176 CHF | 33'973 CHF | 100.00% | 100.00% |
16.12.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 176'000 | 176'000 | 79'337 | 79'337 | 31'206 CHF | 32'001 CHF | 99.91% | 99.91% |
13.12.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 176'000 | 176'000 | 78'464 | 78'464 | 29'960 CHF | 30'748 CHF | 100.00% | 100.00% |
12.12.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 176'000 | 176'000 | 79'268 | 79'268 | 31'080 CHF | 31'877 CHF | 100.00% | 100.00% |
11.12.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 178'000 | 178'000 | 79'793 | 79'793 | 32'147 CHF | 32'948 CHF | 100.00% | 100.00% |
10.12.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 182'000 | 182'000 | 81'573 | 81'573 | 34'938 CHF | 35'755 CHF | 100.00% | 100.00% |
09.12.2024 | 2.40% | 0.42 CHF | 0.43 CHF | 182'000 | 182'000 | 81'669 | 81'669 | 34'645 CHF | 35'463 CHF | 100.00% | 100.00% |
06.12.2024 | 2.52% | 0.41 CHF | 0.42 CHF | 182'000 | 182'000 | 80'854 | 80'854 | 32'392 CHF | 33'202 CHF | 97.26% | 97.26% |