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% | 8.96 CHF | 8.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 679'765 CHF | 680'515 CHF | 100.00% | 100.00% |
18.12.2024 | 0.11% | 9.30 CHF | 9.31 CHF | 75'000 | 75'000 | 74'943 | 74'943 | 697'703 CHF | 698'453 CHF | 100.00% | 100.00% |
17.12.2024 | 0.11% | 9.33 CHF | 9.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 701'230 CHF | 701'980 CHF | 100.00% | 100.00% |
16.12.2024 | 0.11% | 9.45 CHF | 9.46 CHF | 75'000 | 75'000 | 74'922 | 74'922 | 703'200 CHF | 703'950 CHF | 100.00% | 100.00% |
13.12.2024 | 0.11% | 9.39 CHF | 9.40 CHF | 75'000 | 75'000 | 74'903 | 74'903 | 712'350 CHF | 713'100 CHF | 100.00% | 100.00% |
12.12.2024 | 0.10% | 9.58 CHF | 9.59 CHF | 75'000 | 75'000 | 74'908 | 74'908 | 716'684 CHF | 717'434 CHF | 100.00% | 100.00% |
11.12.2024 | 0.11% | 9.64 CHF | 9.65 CHF | 75'000 | 75'000 | 74'761 | 74'761 | 709'492 CHF | 710'242 CHF | 99.94% | 99.94% |
10.12.2024 | 0.11% | 9.35 CHF | 9.36 CHF | 75'000 | 75'000 | 74'984 | 74'984 | 700'371 CHF | 701'121 CHF | 100.00% | 100.00% |
09.12.2024 | 0.11% | 9.29 CHF | 9.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 703'650 CHF | 704'400 CHF | 100.00% | 100.00% |
06.12.2024 | 0.11% | 9.34 CHF | 9.35 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 698'414 CHF | 699'164 CHF | 99.92% | 99.92% |