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 | 0.18% | 5.63 CHF | 5.64 CHF | 125'000 | 125'000 | 68'730 | 68'730 | 387'221 CHF | 387'909 CHF | 100.00% | 100.00% |
18.12.2024 | 0.18% | 5.80 CHF | 5.81 CHF | 125'000 | 125'000 | 68'770 | 68'770 | 400'117 CHF | 400'806 CHF | 99.45% | 99.45% |
17.12.2024 | 0.18% | 5.86 CHF | 5.87 CHF | 125'000 | 125'000 | 68'752 | 68'752 | 399'221 CHF | 399'910 CHF | 100.00% | 100.00% |
16.12.2024 | 0.18% | 5.73 CHF | 5.74 CHF | 125'000 | 125'000 | 68'675 | 68'675 | 393'219 CHF | 393'908 CHF | 100.00% | 100.00% |
13.12.2024 | 0.18% | 5.73 CHF | 5.74 CHF | 125'000 | 125'000 | 68'580 | 68'580 | 395'682 CHF | 396'371 CHF | 100.00% | 100.00% |
12.12.2024 | 0.18% | 5.84 CHF | 5.85 CHF | 125'000 | 125'000 | 68'676 | 68'676 | 394'112 CHF | 394'800 CHF | 100.00% | 100.00% |
11.12.2024 | 0.18% | 5.71 CHF | 5.72 CHF | 125'000 | 125'000 | 69'799 | 69'799 | 392'366 CHF | 393'067 CHF | 100.00% | 100.00% |
10.12.2024 | 0.18% | 5.66 CHF | 5.67 CHF | 125'000 | 125'000 | 70'269 | 70'269 | 394'683 CHF | 395'387 CHF | 100.00% | 100.00% |
09.12.2024 | 0.18% | 5.60 CHF | 5.61 CHF | 130'000 | 130'000 | 71'358 | 71'358 | 396'305 CHF | 397'020 CHF | 100.00% | 100.00% |
06.12.2024 | 0.18% | 5.56 CHF | 5.57 CHF | 130'000 | 130'000 | 71'366 | 71'366 | 396'724 CHF | 397'439 CHF | 100.00% | 100.00% |