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 | 0.05% | 35.12 CHF | 35.13 CHF | 25'000 | 25'000 | 13'362 | 13'362 | 469'802 CHF | 470'029 CHF | 96.61% | 96.61% |
18.12.2024 | 0.06% | 35.94 CHF | 35.95 CHF | 25'000 | 25'000 | 13'771 | 13'771 | 496'357 CHF | 496'633 CHF | 97.09% | 97.09% |
17.12.2024 | 0.06% | 36.24 CHF | 36.25 CHF | 25'000 | 25'000 | 13'732 | 13'732 | 494'307 CHF | 494'582 CHF | 99.68% | 99.68% |
16.12.2024 | 0.05% | 35.62 CHF | 35.63 CHF | 25'000 | 25'000 | 13'832 | 13'832 | 491'992 CHF | 492'219 CHF | 100.00% | 100.00% |
13.12.2024 | 0.07% | 35.61 CHF | 35.62 CHF | 25'000 | 25'000 | 13'803 | 13'803 | 493'962 CHF | 494'238 CHF | 99.87% | 99.87% |
12.12.2024 | 0.05% | 36.10 CHF | 36.11 CHF | 25'000 | 25'000 | 13'864 | 13'864 | 493'403 CHF | 493'626 CHF | 99.66% | 99.66% |
11.12.2024 | 0.05% | 35.43 CHF | 35.44 CHF | 25'000 | 25'000 | 14'263 | 14'263 | 498'805 CHF | 499'037 CHF | 98.55% | 98.55% |
10.12.2024 | 0.05% | 35.15 CHF | 35.16 CHF | 25'000 | 25'000 | 14'369 | 14'369 | 501'774 CHF | 502'008 CHF | 100.00% | 100.00% |
09.12.2024 | 0.05% | 34.78 CHF | 34.79 CHF | 26'000 | 26'000 | 14'533 | 14'533 | 502'739 CHF | 502'975 CHF | 99.34% | 99.34% |
06.12.2024 | 0.05% | 34.60 CHF | 34.61 CHF | 26'000 | 26'000 | 14'597 | 14'597 | 505'092 CHF | 505'328 CHF | 99.84% | 99.84% |