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 | 0.07% | 16.35 CHF | 16.36 CHF | 50'000 | 50'000 | 27'444 | 27'444 | 449'268 CHF | 449'554 CHF | 100.00% | 100.00% |
18.12.2024 | 0.09% | 16.77 CHF | 16.78 CHF | 50'000 | 50'000 | 27'311 | 27'311 | 459'497 CHF | 459'877 CHF | 98.51% | 98.51% |
17.12.2024 | 0.09% | 16.92 CHF | 16.93 CHF | 50'000 | 50'000 | 27'453 | 27'453 | 461'182 CHF | 461'562 CHF | 100.00% | 100.00% |
16.12.2024 | 0.06% | 16.61 CHF | 16.62 CHF | 50'000 | 50'000 | 27'422 | 27'422 | 454'838 CHF | 455'122 CHF | 100.00% | 100.00% |
13.12.2024 | 0.09% | 16.61 CHF | 16.62 CHF | 50'000 | 50'000 | 27'382 | 27'382 | 457'218 CHF | 457'598 CHF | 100.00% | 100.00% |
12.12.2024 | 0.06% | 16.86 CHF | 16.87 CHF | 50'000 | 50'000 | 27'423 | 27'423 | 455'357 CHF | 455'632 CHF | 100.00% | 100.00% |
11.12.2024 | 0.06% | 16.53 CHF | 16.54 CHF | 50'000 | 50'000 | 28'202 | 28'202 | 459'719 CHF | 460'002 CHF | 99.18% | 99.18% |
10.12.2024 | 0.06% | 16.39 CHF | 16.40 CHF | 50'000 | 50'000 | 28'213 | 28'213 | 459'319 CHF | 459'602 CHF | 100.00% | 100.00% |
09.12.2024 | 0.06% | 16.22 CHF | 16.23 CHF | 52'000 | 52'000 | 28'660 | 28'660 | 461'937 CHF | 462'224 CHF | 99.24% | 99.24% |
06.12.2024 | 0.06% | 16.12 CHF | 16.13 CHF | 52'000 | 52'000 | 28'652 | 28'652 | 462'037 CHF | 462'324 CHF | 100.00% | 100.00% |