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% | 7.78 CHF | 7.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 590'892 CHF | 591'642 CHF | 100.00% | 100.00% |
18.12.2024 | 0.12% | 8.09 CHF | 8.10 CHF | 75'000 | 75'000 | 74'979 | 74'979 | 607'582 CHF | 608'332 CHF | 100.00% | 100.00% |
17.12.2024 | 0.12% | 8.12 CHF | 8.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 610'493 CHF | 611'243 CHF | 100.00% | 100.00% |
16.12.2024 | 0.12% | 8.25 CHF | 8.26 CHF | 75'000 | 75'000 | 74'960 | 74'960 | 613'360 CHF | 614'110 CHF | 100.00% | 100.00% |
13.12.2024 | 0.12% | 8.18 CHF | 8.19 CHF | 75'000 | 75'000 | 74'942 | 74'942 | 622'182 CHF | 622'932 CHF | 100.00% | 100.00% |
12.12.2024 | 0.12% | 8.37 CHF | 8.38 CHF | 75'000 | 75'000 | 74'947 | 74'947 | 626'455 CHF | 627'205 CHF | 100.00% | 100.00% |
11.12.2024 | 0.12% | 8.44 CHF | 8.45 CHF | 75'000 | 75'000 | 74'868 | 74'868 | 620'464 CHF | 621'214 CHF | 99.94% | 99.94% |
10.12.2024 | 0.12% | 8.15 CHF | 8.16 CHF | 75'000 | 75'000 | 74'984 | 74'984 | 610'126 CHF | 610'876 CHF | 100.00% | 100.00% |
09.12.2024 | 0.12% | 8.08 CHF | 8.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 612'918 CHF | 613'668 CHF | 100.00% | 100.00% |
06.12.2024 | 0.12% | 8.12 CHF | 8.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 607'604 CHF | 608'354 CHF | 99.92% | 99.92% |