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 | 0.19% | 5.37 CHF | 5.38 CHF | 125'000 | 125'000 | 68'730 | 68'730 | 369'947 CHF | 370'636 CHF | 100.00% | 100.00% |
18.12.2024 | 0.18% | 5.55 CHF | 5.56 CHF | 125'000 | 125'000 | 68'767 | 68'767 | 382'903 CHF | 383'592 CHF | 99.45% | 99.45% |
17.12.2024 | 0.18% | 5.61 CHF | 5.62 CHF | 125'000 | 125'000 | 68'753 | 68'753 | 382'008 CHF | 382'696 CHF | 100.00% | 100.00% |
16.12.2024 | 0.19% | 5.48 CHF | 5.49 CHF | 125'000 | 125'000 | 68'673 | 68'673 | 376'042 CHF | 376'731 CHF | 100.00% | 100.00% |
13.12.2024 | 0.19% | 5.48 CHF | 5.49 CHF | 125'000 | 125'000 | 68'575 | 68'575 | 378'517 CHF | 379'206 CHF | 100.00% | 100.00% |
12.12.2024 | 0.19% | 5.59 CHF | 5.60 CHF | 125'000 | 125'000 | 68'679 | 68'679 | 377'067 CHF | 377'755 CHF | 100.00% | 100.00% |
11.12.2024 | 0.19% | 5.47 CHF | 5.48 CHF | 125'000 | 125'000 | 69'798 | 69'798 | 375'161 CHF | 375'862 CHF | 100.00% | 100.00% |
10.12.2024 | 0.19% | 5.41 CHF | 5.42 CHF | 125'000 | 125'000 | 70'266 | 70'266 | 377'363 CHF | 378'067 CHF | 100.00% | 100.00% |
09.12.2024 | 0.19% | 5.35 CHF | 5.36 CHF | 130'000 | 130'000 | 71'358 | 71'358 | 378'803 CHF | 379'518 CHF | 100.00% | 100.00% |
06.12.2024 | 0.19% | 5.31 CHF | 5.32 CHF | 130'000 | 130'000 | 71'367 | 71'367 | 379'242 CHF | 379'957 CHF | 100.00% | 100.00% |