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% | 34.30 CHF | 34.31 CHF | 25'000 | 25'000 | 13'719 | 13'719 | 471'030 CHF | 471'258 CHF | 99.17% | 99.17% |
18.12.2024 | 0.07% | 35.13 CHF | 35.14 CHF | 25'000 | 25'000 | 13'774 | 13'774 | 485'189 CHF | 485'464 CHF | 97.88% | 97.88% |
17.12.2024 | 0.07% | 35.43 CHF | 35.44 CHF | 25'000 | 25'000 | 13'831 | 13'831 | 486'560 CHF | 486'835 CHF | 99.86% | 99.86% |
16.12.2024 | 0.05% | 34.80 CHF | 34.81 CHF | 25'000 | 25'000 | 13'831 | 13'831 | 480'700 CHF | 480'927 CHF | 100.00% | 100.00% |
13.12.2024 | 0.07% | 34.79 CHF | 34.80 CHF | 25'000 | 25'000 | 13'804 | 13'804 | 482'723 CHF | 482'999 CHF | 99.85% | 99.85% |
12.12.2024 | 0.05% | 35.29 CHF | 35.30 CHF | 25'000 | 25'000 | 13'864 | 13'864 | 482'183 CHF | 482'406 CHF | 99.66% | 99.66% |
11.12.2024 | 0.05% | 34.63 CHF | 34.64 CHF | 25'000 | 25'000 | 14'315 | 14'315 | 489'061 CHF | 489'293 CHF | 99.07% | 99.07% |
10.12.2024 | 0.05% | 34.34 CHF | 34.35 CHF | 25'000 | 25'000 | 14'370 | 14'370 | 490'244 CHF | 490'477 CHF | 100.00% | 100.00% |
09.12.2024 | 0.05% | 33.98 CHF | 33.99 CHF | 26'000 | 26'000 | 14'577 | 14'577 | 492'552 CHF | 492'788 CHF | 99.08% | 99.08% |
06.12.2024 | 0.05% | 33.80 CHF | 33.81 CHF | 26'000 | 26'000 | 14'589 | 14'589 | 493'149 CHF | 493'384 CHF | 100.00% | 100.00% |