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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.12.2024 | 11.96% | 0.08 CHF | 0.09 CHF | 1'653'300 | 1'653'300 | 1'633'240 | 1'633'240 | 128'600 CHF | 144'933 CHF | 100.00% | 100.00% |
13.12.2024 | 12.39% | 0.08 CHF | 0.09 CHF | 1'694'000 | 1'694'000 | 1'619'180 | 1'619'180 | 122'670 CHF | 138'862 CHF | 100.00% | 100.00% |
12.12.2024 | 12.24% | 0.08 CHF | 0.09 CHF | 1'510'500 | 1'510'500 | 1'571'280 | 1'571'280 | 120'727 CHF | 136'440 CHF | 100.00% | 100.00% |
11.12.2024 | 11.77% | 0.08 CHF | 0.09 CHF | 1'548'600 | 1'548'600 | 1'548'600 | 1'548'600 | 123'832 CHF | 139'318 CHF | 100.00% | 100.00% |
10.12.2024 | 11.79% | 0.08 CHF | 0.09 CHF | 1'722'100 | 1'722'100 | 1'719'130 | 1'719'130 | 137'274 CHF | 154'466 CHF | 100.00% | 100.00% |
09.12.2024 | 12.55% | 0.08 CHF | 0.09 CHF | 1'652'200 | 1'652'200 | 1'652'200 | 1'652'200 | 123'458 CHF | 139'980 CHF | 100.00% | 100.00% |
06.12.2024 | 12.88% | 0.08 CHF | 0.09 CHF | 1'686'600 | 1'686'600 | 1'686'600 | 1'686'600 | 122'612 CHF | 139'478 CHF | 100.00% | 100.00% |
05.12.2024 | 12.50% | 0.08 CHF | 0.09 CHF | 1'645'900 | 1'645'900 | 1'645'900 | 1'645'900 | 123'432 CHF | 139'891 CHF | 99.01% | 99.01% |
04.12.2024 | 12.50% | 0.08 CHF | 0.09 CHF | 1'643'200 | 1'643'200 | 1'643'200 | 1'643'200 | 123'240 CHF | 139'672 CHF | 99.75% | 99.75% |
03.12.2024 | 12.50% | 0.08 CHF | 0.09 CHF | 1'571'900 | 1'571'900 | 1'571'900 | 1'571'900 | 117'892 CHF | 133'612 CHF | 100.00% | 100.00% |