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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.12.2024 | 16.35% | 0.06 CHF | 0.07 CHF | 1'026'200 | 1'026'200 | 1'013'760 | 1'013'760 | 56'971 CHF | 67'109 CHF | 100.00% | 100.00% |
13.12.2024 | 15.57% | 0.06 CHF | 0.07 CHF | 990'500 | 990'500 | 946'771 | 946'771 | 56'086 CHF | 65'554 CHF | 100.00% | 100.00% |
12.12.2024 | 15.79% | 0.06 CHF | 0.07 CHF | 1'008'400 | 1'008'400 | 1'049'020 | 1'049'020 | 61'268 CHF | 71'758 CHF | 100.00% | 100.00% |
11.12.2024 | 16.65% | 0.06 CHF | 0.07 CHF | 1'115'000 | 1'115'000 | 1'115'000 | 1'115'000 | 61'385 CHF | 72'535 CHF | 100.00% | 100.00% |
10.12.2024 | 16.62% | 0.06 CHF | 0.07 CHF | 939'800 | 939'800 | 938'177 | 938'177 | 51'772 CHF | 61'153 CHF | 100.00% | 100.00% |
09.12.2024 | 13.97% | 0.07 CHF | 0.08 CHF | 867'300 | 867'300 | 867'300 | 867'300 | 57'823 CHF | 66'496 CHF | 100.00% | 100.00% |
06.12.2024 | 13.57% | 0.07 CHF | 0.08 CHF | 841'800 | 841'800 | 841'800 | 841'800 | 57'887 CHF | 66'305 CHF | 100.00% | 100.00% |
05.12.2024 | 14.07% | 0.07 CHF | 0.08 CHF | 870'000 | 870'000 | 870'000 | 870'000 | 57'513 CHF | 66'213 CHF | 99.08% | 99.08% |
04.12.2024 | 14.08% | 0.07 CHF | 0.08 CHF | 871'800 | 871'800 | 871'800 | 871'800 | 57'624 CHF | 66'342 CHF | 99.74% | 99.74% |
03.12.2024 | 14.18% | 0.07 CHF | 0.08 CHF | 924'500 | 924'500 | 924'500 | 924'500 | 60'601 CHF | 69'846 CHF | 100.00% | 100.00% |