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 | 3.21% | 0.33 CHF | 0.34 CHF | 178'000 | 178'000 | 79'729 | 79'729 | 26'298 CHF | 27'122 CHF | 99.76% | 99.76% |
18.12.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 176'000 | 176'000 | 78'864 | 78'864 | 23'835 CHF | 24'625 CHF | 99.13% | 99.13% |
17.12.2024 | 2.99% | 0.30 CHF | 0.31 CHF | 176'000 | 176'000 | 79'511 | 79'511 | 26'008 CHF | 26'805 CHF | 100.00% | 100.00% |
16.12.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 176'000 | 176'000 | 79'336 | 79'336 | 24'084 CHF | 24'879 CHF | 99.90% | 99.90% |
13.12.2024 | 3.47% | 0.29 CHF | 0.30 CHF | 176'000 | 176'000 | 78'455 | 78'455 | 22'916 CHF | 23'704 CHF | 100.00% | 100.00% |
12.12.2024 | 3.30% | 0.29 CHF | 0.30 CHF | 176'000 | 176'000 | 79'269 | 79'269 | 24'009 CHF | 24'806 CHF | 100.00% | 100.00% |
11.12.2024 | 3.16% | 0.30 CHF | 0.31 CHF | 178'000 | 178'000 | 79'793 | 79'793 | 25'064 CHF | 25'866 CHF | 100.00% | 100.00% |
10.12.2024 | 3.01% | 0.34 CHF | 0.35 CHF | 182'000 | 182'000 | 81'571 | 81'571 | 27'690 CHF | 28'508 CHF | 100.00% | 100.00% |
09.12.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 182'000 | 182'000 | 81'669 | 81'669 | 27'412 CHF | 28'230 CHF | 100.00% | 100.00% |
06.12.2024 | 3.22% | 0.32 CHF | 0.33 CHF | 182'000 | 182'000 | 80'852 | 80'852 | 25'233 CHF | 26'043 CHF | 97.26% | 97.26% |