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% | 14.72 CHF | 14.73 CHF | 50'000 | 50'000 | 27'444 | 27'444 | 404'480 CHF | 404'766 CHF | 100.00% | 100.00% |
18.12.2024 | 0.10% | 15.15 CHF | 15.16 CHF | 50'000 | 50'000 | 27'465 | 27'465 | 417'465 CHF | 417'847 CHF | 97.58% | 97.58% |
17.12.2024 | 0.10% | 15.30 CHF | 15.31 CHF | 50'000 | 50'000 | 27'453 | 27'453 | 416'468 CHF | 416'848 CHF | 100.00% | 100.00% |
16.12.2024 | 0.07% | 14.99 CHF | 15.00 CHF | 50'000 | 50'000 | 27'423 | 27'423 | 410'359 CHF | 410'644 CHF | 100.00% | 100.00% |
13.12.2024 | 0.10% | 14.98 CHF | 14.99 CHF | 50'000 | 50'000 | 27'384 | 27'384 | 412'811 CHF | 413'192 CHF | 100.00% | 100.00% |
12.12.2024 | 0.07% | 15.25 CHF | 15.26 CHF | 50'000 | 50'000 | 27'424 | 27'424 | 411'182 CHF | 411'457 CHF | 100.00% | 100.00% |
11.12.2024 | 0.07% | 14.93 CHF | 14.94 CHF | 50'000 | 50'000 | 28'205 | 28'205 | 414'539 CHF | 414'821 CHF | 99.21% | 99.21% |
10.12.2024 | 0.07% | 14.79 CHF | 14.80 CHF | 50'000 | 50'000 | 28'222 | 28'222 | 414'369 CHF | 414'652 CHF | 100.00% | 100.00% |
09.12.2024 | 0.07% | 14.63 CHF | 14.64 CHF | 52'000 | 52'000 | 28'583 | 28'583 | 415'132 CHF | 415'418 CHF | 99.53% | 99.53% |
06.12.2024 | 0.07% | 14.53 CHF | 14.54 CHF | 52'000 | 52'000 | 28'652 | 28'652 | 416'468 CHF | 416'755 CHF | 100.00% | 100.00% |