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 | 0.38% | 2.68 CHF | 2.69 CHF | 715'500 | 715'500 | 715'500 | 715'500 | 1'886'470 CHF | 1'893'620 CHF | 100.00% | 100.00% |
18.12.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 746'700 | 746'700 | 746'700 | 746'700 | 1'822'010 CHF | 1'829'480 CHF | 99.68% | 99.68% |
17.12.2024 | 0.41% | 2.39 CHF | 2.40 CHF | 734'300 | 734'300 | 734'300 | 734'300 | 1'776'550 CHF | 1'783'890 CHF | 100.00% | 100.00% |
16.12.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 732'000 | 732'000 | 732'000 | 732'000 | 1'788'620 CHF | 1'795'940 CHF | 100.00% | 100.00% |
13.12.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 738'700 | 738'700 | 738'700 | 738'700 | 1'777'710 CHF | 1'785'100 CHF | 100.00% | 100.00% |
12.12.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 728'000 | 728'000 | 728'000 | 728'000 | 1'752'020 CHF | 1'759'300 CHF | 99.60% | 99.60% |
11.12.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 715'700 | 715'700 | 715'700 | 715'700 | 1'748'620 CHF | 1'755'780 CHF | 100.00% | 100.00% |
10.12.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 752'400 | 752'400 | 752'400 | 752'400 | 1'820'290 CHF | 1'827'810 CHF | 100.00% | 100.00% |
09.12.2024 | 0.42% | 2.38 CHF | 2.39 CHF | 758'600 | 758'600 | 758'600 | 758'600 | 1'793'650 CHF | 1'801'240 CHF | 100.00% | 100.00% |
06.12.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 761'900 | 761'900 | 761'900 | 761'900 | 1'793'540 CHF | 1'801'160 CHF | 100.00% | 100.00% |