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% | 15.26 CHF | 15.27 CHF | 50'000 | 50'000 | 27'217 | 27'217 | 415'780 CHF | 416'064 CHF | 99.38% | 99.38% |
18.12.2024 | 0.10% | 15.68 CHF | 15.69 CHF | 50'000 | 50'000 | 27'267 | 27'267 | 428'922 CHF | 429'302 CHF | 98.58% | 98.58% |
17.12.2024 | 0.10% | 15.83 CHF | 15.84 CHF | 50'000 | 50'000 | 27'435 | 27'435 | 430'816 CHF | 431'196 CHF | 99.92% | 99.92% |
16.12.2024 | 0.07% | 15.52 CHF | 15.53 CHF | 50'000 | 50'000 | 27'422 | 27'422 | 424'935 CHF | 425'220 CHF | 100.00% | 100.00% |
13.12.2024 | 0.10% | 15.52 CHF | 15.53 CHF | 50'000 | 50'000 | 27'383 | 27'383 | 427'342 CHF | 427'722 CHF | 100.00% | 100.00% |
12.12.2024 | 0.07% | 15.78 CHF | 15.79 CHF | 50'000 | 50'000 | 27'422 | 27'422 | 425'608 CHF | 425'883 CHF | 100.00% | 100.00% |
11.12.2024 | 0.07% | 15.45 CHF | 15.46 CHF | 50'000 | 50'000 | 27'975 | 27'975 | 425'894 CHF | 426'175 CHF | 99.89% | 99.89% |
10.12.2024 | 0.07% | 15.32 CHF | 15.33 CHF | 50'000 | 50'000 | 28'212 | 28'212 | 429'013 CHF | 429'296 CHF | 100.00% | 100.00% |
09.12.2024 | 0.07% | 15.15 CHF | 15.16 CHF | 52'000 | 52'000 | 28'612 | 28'612 | 430'552 CHF | 430'838 CHF | 99.84% | 99.84% |
06.12.2024 | 0.07% | 15.05 CHF | 15.06 CHF | 52'000 | 52'000 | 28'663 | 28'663 | 431'605 CHF | 431'892 CHF | 100.00% | 100.00% |