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% | 14.79 CHF | 14.80 CHF | 50'000 | 50'000 | 27'444 | 27'444 | 406'446 CHF | 406'732 CHF | 100.00% | 100.00% |
18.12.2024 | 0.10% | 15.22 CHF | 15.23 CHF | 50'000 | 50'000 | 27'279 | 27'279 | 416'520 CHF | 416'900 CHF | 98.63% | 98.63% |
17.12.2024 | 0.10% | 15.37 CHF | 15.38 CHF | 50'000 | 50'000 | 27'453 | 27'453 | 418'374 CHF | 418'754 CHF | 100.00% | 100.00% |
16.12.2024 | 0.07% | 15.06 CHF | 15.07 CHF | 50'000 | 50'000 | 27'422 | 27'422 | 412'272 CHF | 412'557 CHF | 100.00% | 100.00% |
13.12.2024 | 0.10% | 15.05 CHF | 15.06 CHF | 50'000 | 50'000 | 27'385 | 27'385 | 414'723 CHF | 415'104 CHF | 100.00% | 100.00% |
12.12.2024 | 0.07% | 15.32 CHF | 15.33 CHF | 50'000 | 50'000 | 27'423 | 27'423 | 413'038 CHF | 413'312 CHF | 100.00% | 100.00% |
11.12.2024 | 0.07% | 15.00 CHF | 15.01 CHF | 50'000 | 50'000 | 27'999 | 27'999 | 413'463 CHF | 413'744 CHF | 100.00% | 100.00% |
10.12.2024 | 0.07% | 14.86 CHF | 14.87 CHF | 50'000 | 50'000 | 28'212 | 28'212 | 416'167 CHF | 416'450 CHF | 100.00% | 100.00% |
09.12.2024 | 0.07% | 14.70 CHF | 14.71 CHF | 52'000 | 52'000 | 28'649 | 28'649 | 418'068 CHF | 418'355 CHF | 100.00% | 100.00% |
06.12.2024 | 0.07% | 14.60 CHF | 14.61 CHF | 52'000 | 52'000 | 28'652 | 28'652 | 418'438 CHF | 418'725 CHF | 100.00% | 100.00% |