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 | 0.20% | 5.13 CHF | 5.14 CHF | 125'000 | 125'000 | 68'730 | 68'730 | 353'070 CHF | 353'758 CHF | 100.00% | 100.00% |
18.12.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 125'000 | 125'000 | 68'769 | 68'769 | 366'145 CHF | 366'835 CHF | 99.45% | 99.45% |
17.12.2024 | 0.19% | 5.36 CHF | 5.37 CHF | 125'000 | 125'000 | 68'753 | 68'753 | 365'172 CHF | 365'861 CHF | 100.00% | 100.00% |
16.12.2024 | 0.20% | 5.24 CHF | 5.25 CHF | 125'000 | 125'000 | 68'673 | 68'673 | 359'242 CHF | 359'930 CHF | 100.00% | 100.00% |
13.12.2024 | 0.19% | 5.24 CHF | 5.25 CHF | 125'000 | 125'000 | 68'578 | 68'578 | 361'833 CHF | 362'522 CHF | 100.00% | 100.00% |
12.12.2024 | 0.20% | 5.35 CHF | 5.36 CHF | 125'000 | 125'000 | 68'675 | 68'675 | 360'415 CHF | 361'104 CHF | 100.00% | 100.00% |
11.12.2024 | 0.20% | 5.23 CHF | 5.24 CHF | 125'000 | 125'000 | 69'807 | 69'807 | 358'386 CHF | 359'088 CHF | 100.00% | 100.00% |
10.12.2024 | 0.20% | 5.17 CHF | 5.18 CHF | 125'000 | 125'000 | 70'266 | 70'266 | 360'494 CHF | 361'198 CHF | 100.00% | 100.00% |
09.12.2024 | 0.20% | 5.11 CHF | 5.12 CHF | 130'000 | 130'000 | 71'360 | 71'360 | 361'720 CHF | 362'435 CHF | 100.00% | 100.00% |
06.12.2024 | 0.20% | 5.07 CHF | 5.08 CHF | 130'000 | 130'000 | 71'391 | 71'391 | 362'295 CHF | 363'010 CHF | 100.00% | 100.00% |