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% | 5.67 CHF | 5.68 CHF | 125'000 | 125'000 | 68'729 | 68'729 | 390'229 CHF | 390'917 CHF | 100.00% | 100.00% |
18.12.2024 | 0.17% | 5.84 CHF | 5.85 CHF | 125'000 | 125'000 | 68'767 | 68'767 | 403'130 CHF | 403'820 CHF | 99.45% | 99.45% |
17.12.2024 | 0.17% | 5.90 CHF | 5.91 CHF | 125'000 | 125'000 | 68'752 | 68'752 | 402'204 CHF | 402'893 CHF | 100.00% | 100.00% |
16.12.2024 | 0.18% | 5.78 CHF | 5.79 CHF | 125'000 | 125'000 | 68'676 | 68'676 | 396'190 CHF | 396'879 CHF | 100.00% | 100.00% |
13.12.2024 | 0.18% | 5.78 CHF | 5.79 CHF | 125'000 | 125'000 | 68'583 | 68'583 | 398'648 CHF | 399'336 CHF | 100.00% | 100.00% |
12.12.2024 | 0.18% | 5.88 CHF | 5.89 CHF | 125'000 | 125'000 | 68'677 | 68'677 | 397'052 CHF | 397'740 CHF | 100.00% | 100.00% |
11.12.2024 | 0.18% | 5.76 CHF | 5.77 CHF | 125'000 | 125'000 | 69'802 | 69'802 | 395'418 CHF | 396'119 CHF | 100.00% | 100.00% |
10.12.2024 | 0.18% | 5.70 CHF | 5.71 CHF | 125'000 | 125'000 | 70'267 | 70'267 | 397'684 CHF | 398'388 CHF | 100.00% | 100.00% |
09.12.2024 | 0.18% | 5.64 CHF | 5.65 CHF | 130'000 | 130'000 | 71'358 | 71'358 | 399'378 CHF | 400'092 CHF | 100.00% | 100.00% |
06.12.2024 | 0.18% | 5.60 CHF | 5.61 CHF | 130'000 | 130'000 | 71'366 | 71'366 | 399'772 CHF | 400'487 CHF | 100.00% | 100.00% |