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 | 0.13% | 7.89 CHF | 7.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 599'068 CHF | 599'818 CHF | 100.00% | 100.00% |
18.12.2024 | 0.12% | 8.21 CHF | 8.22 CHF | 75'000 | 75'000 | 74'980 | 74'980 | 615'970 CHF | 616'720 CHF | 100.00% | 100.00% |
17.12.2024 | 0.12% | 8.23 CHF | 8.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 618'916 CHF | 619'666 CHF | 100.00% | 100.00% |
16.12.2024 | 0.12% | 8.36 CHF | 8.37 CHF | 75'000 | 75'000 | 74'961 | 74'961 | 621'727 CHF | 622'477 CHF | 100.00% | 100.00% |
13.12.2024 | 0.12% | 8.30 CHF | 8.31 CHF | 75'000 | 75'000 | 74'942 | 74'942 | 630'591 CHF | 631'341 CHF | 100.00% | 100.00% |
12.12.2024 | 0.12% | 8.48 CHF | 8.49 CHF | 75'000 | 75'000 | 74'948 | 74'948 | 634'859 CHF | 635'609 CHF | 100.00% | 100.00% |
11.12.2024 | 0.12% | 8.55 CHF | 8.56 CHF | 75'000 | 75'000 | 74'873 | 74'873 | 628'841 CHF | 629'591 CHF | 99.94% | 99.94% |
10.12.2024 | 0.12% | 8.26 CHF | 8.27 CHF | 75'000 | 75'000 | 74'984 | 74'984 | 618'476 CHF | 619'226 CHF | 100.00% | 100.00% |
09.12.2024 | 0.12% | 8.20 CHF | 8.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 621'332 CHF | 622'082 CHF | 100.00% | 100.00% |
06.12.2024 | 0.12% | 8.24 CHF | 8.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 616'038 CHF | 616'788 CHF | 99.92% | 99.92% |