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 | 0.16% | 6.26 CHF | 6.27 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 626'764 CHF | 627'756 CHF | 99.77% | 99.77% |
18.12.2024 | 0.15% | 6.55 CHF | 6.56 CHF | 100'000 | 100'000 | 99'065 | 99'065 | 653'321 CHF | 654'313 CHF | 100.00% | 100.00% |
17.12.2024 | 0.15% | 6.58 CHF | 6.59 CHF | 100'000 | 100'000 | 99'065 | 99'062 | 657'287 CHF | 658'258 CHF | 100.00% | 100.00% |
16.12.2024 | 0.15% | 6.64 CHF | 6.65 CHF | 100'000 | 100'000 | 99'055 | 99'055 | 658'263 CHF | 659'255 CHF | 99.13% | 99.13% |
13.12.2024 | 0.15% | 6.69 CHF | 6.70 CHF | 100'000 | 100'000 | 99'063 | 99'060 | 670'770 CHF | 671'741 CHF | 100.00% | 100.00% |
12.12.2024 | 0.15% | 6.69 CHF | 6.70 CHF | 100'000 | 100'000 | 99'065 | 99'063 | 662'709 CHF | 663'687 CHF | 100.00% | 100.00% |
11.12.2024 | 0.15% | 6.65 CHF | 6.66 CHF | 100'000 | 100'000 | 99'064 | 99'064 | 653'710 CHF | 654'701 CHF | 100.00% | 100.00% |
10.12.2024 | 0.15% | 6.59 CHF | 6.60 CHF | 100'000 | 100'000 | 99'066 | 99'063 | 653'551 CHF | 654'525 CHF | 100.00% | 100.00% |
09.12.2024 | 0.15% | 6.60 CHF | 6.61 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 658'026 CHF | 659'018 CHF | 100.00% | 100.00% |
06.12.2024 | 0.15% | 6.63 CHF | 6.64 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 660'121 CHF | 661'113 CHF | 100.00% | 100.00% |