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 | 0.11% | 9.30 CHF | 9.31 CHF | 178'300 | 178'300 | 178'300 | 178'300 | 1'648'790 CHF | 1'650'580 CHF | 100.00% | 100.00% |
18.12.2024 | 0.11% | 8.97 CHF | 8.98 CHF | 180'900 | 180'900 | 180'900 | 180'900 | 1'629'960 CHF | 1'631'770 CHF | 100.00% | 100.00% |
17.12.2024 | 0.11% | 8.89 CHF | 8.90 CHF | 179'600 | 179'600 | 179'600 | 179'600 | 1'607'940 CHF | 1'609'740 CHF | 100.00% | 100.00% |
16.12.2024 | 0.11% | 8.93 CHF | 8.94 CHF | 178'500 | 178'500 | 178'500 | 178'500 | 1'594'930 CHF | 1'596'710 CHF | 99.56% | 99.56% |
13.12.2024 | 0.11% | 8.98 CHF | 8.99 CHF | 187'000 | 187'000 | 187'000 | 187'000 | 1'665'510 CHF | 1'667'380 CHF | 99.39% | 99.39% |
12.12.2024 | 0.12% | 8.57 CHF | 8.58 CHF | 194'500 | 194'500 | 194'500 | 194'500 | 1'640'330 CHF | 1'642'270 CHF | 100.00% | 100.00% |
11.12.2024 | 0.12% | 8.24 CHF | 8.25 CHF | 194'500 | 194'500 | 194'500 | 194'500 | 1'591'780 CHF | 1'593'730 CHF | 100.00% | 100.00% |
10.12.2024 | 0.12% | 8.23 CHF | 8.24 CHF | 195'400 | 195'400 | 195'400 | 195'400 | 1'602'620 CHF | 1'604'570 CHF | 100.00% | 100.00% |
09.12.2024 | 0.12% | 8.21 CHF | 8.22 CHF | 196'100 | 196'100 | 196'100 | 196'100 | 1'597'860 CHF | 1'599'820 CHF | 100.00% | 100.00% |
06.12.2024 | 0.12% | 8.18 CHF | 8.19 CHF | 196'500 | 196'500 | 196'500 | 196'500 | 1'604'740 CHF | 1'606'710 CHF | 100.00% | 100.00% |