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% | 5.19 CHF | 5.20 CHF | 125'000 | 125'000 | 68'730 | 68'730 | 357'371 CHF | 358'060 CHF | 100.00% | 100.00% |
18.12.2024 | 0.19% | 5.37 CHF | 5.38 CHF | 125'000 | 125'000 | 68'769 | 68'769 | 370'319 CHF | 371'008 CHF | 99.45% | 99.45% |
17.12.2024 | 0.19% | 5.42 CHF | 5.43 CHF | 125'000 | 125'000 | 68'752 | 68'752 | 369'375 CHF | 370'064 CHF | 100.00% | 100.00% |
16.12.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 125'000 | 125'000 | 68'675 | 68'675 | 363'472 CHF | 364'161 CHF | 100.00% | 100.00% |
13.12.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 125'000 | 125'000 | 68'578 | 68'578 | 366'016 CHF | 366'704 CHF | 100.00% | 100.00% |
12.12.2024 | 0.19% | 5.41 CHF | 5.42 CHF | 125'000 | 125'000 | 68'676 | 68'676 | 364'579 CHF | 365'268 CHF | 100.00% | 100.00% |
11.12.2024 | 0.20% | 5.29 CHF | 5.30 CHF | 125'000 | 125'000 | 69'798 | 69'798 | 362'569 CHF | 363'270 CHF | 100.00% | 100.00% |
10.12.2024 | 0.20% | 5.23 CHF | 5.24 CHF | 125'000 | 125'000 | 70'270 | 70'270 | 364'746 CHF | 365'450 CHF | 100.00% | 100.00% |
09.12.2024 | 0.20% | 5.17 CHF | 5.18 CHF | 130'000 | 130'000 | 71'358 | 71'358 | 366'026 CHF | 366'741 CHF | 100.00% | 100.00% |
06.12.2024 | 0.20% | 5.13 CHF | 5.14 CHF | 130'000 | 130'000 | 71'365 | 71'365 | 366'455 CHF | 367'170 CHF | 100.00% | 100.00% |