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 | 0.12% | 8.16 CHF | 8.17 CHF | 552'900 | 552'900 | 552'900 | 552'900 | 4'586'760 CHF | 4'592'290 CHF | 99.42% | 99.42% |
18.12.2024 | 0.11% | 8.69 CHF | 8.70 CHF | 552'400 | 552'400 | 552'400 | 552'400 | 4'843'750 CHF | 4'849'270 CHF | 100.00% | 100.00% |
17.12.2024 | 0.11% | 8.73 CHF | 8.74 CHF | 546'700 | 546'700 | 546'700 | 546'700 | 4'828'020 CHF | 4'833'490 CHF | 100.00% | 100.00% |
16.12.2024 | 0.11% | 8.84 CHF | 8.85 CHF | 538'700 | 538'700 | 538'700 | 538'700 | 4'775'840 CHF | 4'781'230 CHF | 99.36% | 99.36% |
13.12.2024 | 0.11% | 8.95 CHF | 8.96 CHF | 536'900 | 536'900 | 536'900 | 536'900 | 4'886'170 CHF | 4'891'540 CHF | 100.00% | 100.00% |
12.12.2024 | 0.11% | 8.96 CHF | 8.97 CHF | 538'900 | 538'900 | 538'900 | 538'900 | 4'830'880 CHF | 4'836'270 CHF | 100.00% | 100.00% |
11.12.2024 | 0.11% | 8.91 CHF | 8.92 CHF | 544'200 | 544'200 | 544'200 | 544'200 | 4'791'170 CHF | 4'796'610 CHF | 100.00% | 100.00% |
10.12.2024 | 0.11% | 8.80 CHF | 8.81 CHF | 542'700 | 542'700 | 542'700 | 542'700 | 4'779'420 CHF | 4'784'850 CHF | 100.00% | 100.00% |
09.12.2024 | 0.11% | 8.80 CHF | 8.81 CHF | 539'100 | 539'100 | 539'100 | 539'100 | 4'786'930 CHF | 4'792'320 CHF | 97.79% | 97.79% |
06.12.2024 | 0.11% | 8.87 CHF | 8.88 CHF | 540'900 | 540'900 | 540'900 | 540'900 | 4'824'750 CHF | 4'830'160 CHF | 100.00% | 100.00% |