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 | 0.12% | 8.52 CHF | 8.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 646'417 CHF | 647'167 CHF | 100.00% | 100.00% |
18.12.2024 | 0.11% | 8.85 CHF | 8.86 CHF | 75'000 | 75'000 | 74'976 | 74'976 | 664'101 CHF | 664'851 CHF | 100.00% | 100.00% |
17.12.2024 | 0.11% | 8.87 CHF | 8.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 667'201 CHF | 667'951 CHF | 100.00% | 100.00% |
16.12.2024 | 0.11% | 9.00 CHF | 9.01 CHF | 75'000 | 75'000 | 74'962 | 74'962 | 669'746 CHF | 670'496 CHF | 100.00% | 100.00% |
13.12.2024 | 0.11% | 8.94 CHF | 8.95 CHF | 75'000 | 75'000 | 74'944 | 74'944 | 678'793 CHF | 679'543 CHF | 100.00% | 100.00% |
12.12.2024 | 0.11% | 9.12 CHF | 9.13 CHF | 75'000 | 75'000 | 74'945 | 74'945 | 683'076 CHF | 683'826 CHF | 100.00% | 100.00% |
11.12.2024 | 0.11% | 9.19 CHF | 9.20 CHF | 75'000 | 75'000 | 74'869 | 74'869 | 676'746 CHF | 677'496 CHF | 99.94% | 99.94% |
10.12.2024 | 0.11% | 8.90 CHF | 8.91 CHF | 75'000 | 75'000 | 74'984 | 74'984 | 666'525 CHF | 667'275 CHF | 100.00% | 100.00% |
09.12.2024 | 0.11% | 8.84 CHF | 8.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 669'619 CHF | 670'369 CHF | 100.00% | 100.00% |
06.12.2024 | 0.11% | 8.88 CHF | 8.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 664'352 CHF | 665'102 CHF | 99.92% | 99.92% |