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% | 5.43 CHF | 5.44 CHF | 125'000 | 125'000 | 68'729 | 68'729 | 373'511 CHF | 374'200 CHF | 100.00% | 100.00% |
18.12.2024 | 0.18% | 5.60 CHF | 5.61 CHF | 125'000 | 125'000 | 68'767 | 68'767 | 386'382 CHF | 387'071 CHF | 99.45% | 99.45% |
17.12.2024 | 0.18% | 5.66 CHF | 5.67 CHF | 125'000 | 125'000 | 68'752 | 68'752 | 385'490 CHF | 386'179 CHF | 100.00% | 100.00% |
16.12.2024 | 0.18% | 5.54 CHF | 5.55 CHF | 125'000 | 125'000 | 68'676 | 68'676 | 379'568 CHF | 380'256 CHF | 100.00% | 100.00% |
13.12.2024 | 0.18% | 5.53 CHF | 5.54 CHF | 125'000 | 125'000 | 68'580 | 68'580 | 382'034 CHF | 382'723 CHF | 100.00% | 100.00% |
12.12.2024 | 0.19% | 5.64 CHF | 5.65 CHF | 125'000 | 125'000 | 68'680 | 68'680 | 380'529 CHF | 381'218 CHF | 100.00% | 100.00% |
11.12.2024 | 0.19% | 5.52 CHF | 5.53 CHF | 125'000 | 125'000 | 69'801 | 69'801 | 378'699 CHF | 379'401 CHF | 100.00% | 100.00% |
10.12.2024 | 0.19% | 5.46 CHF | 5.47 CHF | 125'000 | 125'000 | 70'292 | 70'292 | 381'034 CHF | 381'738 CHF | 100.00% | 100.00% |
09.12.2024 | 0.19% | 5.40 CHF | 5.41 CHF | 130'000 | 130'000 | 71'360 | 71'360 | 382'411 CHF | 383'126 CHF | 100.00% | 100.00% |
06.12.2024 | 0.19% | 5.36 CHF | 5.37 CHF | 130'000 | 130'000 | 71'368 | 71'368 | 382'817 CHF | 383'532 CHF | 100.00% | 100.00% |