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 | 0.14% | 7.15 CHF | 7.16 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 285'304 CHF | 285'704 CHF | 98.77% | 98.77% |
18.12.2024 | 0.14% | 7.23 CHF | 7.24 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 289'427 CHF | 289'827 CHF | 96.97% | 96.97% |
17.12.2024 | 0.14% | 7.23 CHF | 7.24 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 289'984 CHF | 290'384 CHF | 100.00% | 100.00% |
16.12.2024 | 0.14% | 7.29 CHF | 7.30 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 290'342 CHF | 290'742 CHF | 100.00% | 100.00% |
13.12.2024 | 0.14% | 7.38 CHF | 7.39 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 292'997 CHF | 293'397 CHF | 100.00% | 100.00% |
12.12.2024 | 0.14% | 7.10 CHF | 7.11 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 285'184 CHF | 285'584 CHF | 95.88% | 95.88% |
11.12.2024 | 0.14% | 7.12 CHF | 7.13 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 286'258 CHF | 286'658 CHF | 100.00% | 100.00% |
10.12.2024 | 0.14% | 7.16 CHF | 7.17 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 286'912 CHF | 287'312 CHF | 100.00% | 100.00% |
09.12.2024 | 0.14% | 7.33 CHF | 7.34 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 293'284 CHF | 293'684 CHF | 100.00% | 100.00% |
06.12.2024 | 0.14% | 7.25 CHF | 7.26 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 291'464 CHF | 291'864 CHF | 99.78% | 99.78% |