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% | 7.63 CHF | 7.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 579'278 CHF | 580'028 CHF | 100.00% | 100.00% |
18.12.2024 | 0.13% | 7.94 CHF | 7.95 CHF | 75'000 | 75'000 | 74'975 | 74'975 | 595'743 CHF | 596'493 CHF | 100.00% | 100.00% |
17.12.2024 | 0.13% | 7.96 CHF | 7.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 598'661 CHF | 599'411 CHF | 100.00% | 100.00% |
16.12.2024 | 0.12% | 8.09 CHF | 8.10 CHF | 75'000 | 75'000 | 74'961 | 74'961 | 601'606 CHF | 602'356 CHF | 100.00% | 100.00% |
13.12.2024 | 0.12% | 8.03 CHF | 8.04 CHF | 75'000 | 75'000 | 74'943 | 74'943 | 610'379 CHF | 611'129 CHF | 100.00% | 100.00% |
12.12.2024 | 0.12% | 8.21 CHF | 8.22 CHF | 75'000 | 75'000 | 74'944 | 74'944 | 614'596 CHF | 615'346 CHF | 100.00% | 100.00% |
11.12.2024 | 0.12% | 8.28 CHF | 8.29 CHF | 75'000 | 75'000 | 74'866 | 74'866 | 608'669 CHF | 609'419 CHF | 99.94% | 99.94% |
10.12.2024 | 0.13% | 7.99 CHF | 8.00 CHF | 75'000 | 75'000 | 74'984 | 74'984 | 598'337 CHF | 599'087 CHF | 100.00% | 100.00% |
09.12.2024 | 0.12% | 7.93 CHF | 7.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 601'069 CHF | 601'819 CHF | 100.00% | 100.00% |
06.12.2024 | 0.13% | 7.96 CHF | 7.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 595'756 CHF | 596'506 CHF | 99.92% | 99.92% |