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 | 75'000 | 75'000 | 75'000 | 75'000 | 704'749 CHF | 705'499 CHF | 100.00% | 100.00% |
18.12.2024 | 0.10% | 9.64 CHF | 9.65 CHF | 75'000 | 75'000 | 74'940 | 74'940 | 723'016 CHF | 723'766 CHF | 100.00% | 100.00% |
17.12.2024 | 0.10% | 9.67 CHF | 9.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 726'630 CHF | 727'380 CHF | 100.00% | 100.00% |
16.12.2024 | 0.10% | 9.78 CHF | 9.79 CHF | 75'000 | 75'000 | 74'921 | 74'921 | 728'433 CHF | 729'183 CHF | 100.00% | 100.00% |
13.12.2024 | 0.10% | 9.73 CHF | 9.74 CHF | 75'000 | 75'000 | 74'904 | 74'904 | 737'694 CHF | 738'444 CHF | 100.00% | 100.00% |
12.12.2024 | 0.10% | 9.92 CHF | 9.93 CHF | 75'000 | 75'000 | 74'906 | 74'906 | 742'032 CHF | 742'782 CHF | 100.00% | 100.00% |
11.12.2024 | 0.10% | 9.98 CHF | 9.99 CHF | 75'000 | 75'000 | 74'759 | 74'759 | 734'682 CHF | 735'432 CHF | 99.94% | 99.94% |
10.12.2024 | 0.10% | 9.69 CHF | 9.70 CHF | 75'000 | 75'000 | 74'984 | 74'984 | 725'661 CHF | 726'411 CHF | 100.00% | 100.00% |
09.12.2024 | 0.10% | 9.62 CHF | 9.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 729'040 CHF | 729'790 CHF | 100.00% | 100.00% |
06.12.2024 | 0.10% | 9.68 CHF | 9.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 723'805 CHF | 724'555 CHF | 99.92% | 99.92% |