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% | 7.43 CHF | 7.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 564'629 CHF | 565'379 CHF | 100.00% | 100.00% |
18.12.2024 | 0.13% | 7.74 CHF | 7.75 CHF | 75'000 | 75'000 | 74'975 | 74'975 | 580'905 CHF | 581'655 CHF | 100.00% | 100.00% |
17.12.2024 | 0.13% | 7.76 CHF | 7.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 583'781 CHF | 584'531 CHF | 100.00% | 100.00% |
16.12.2024 | 0.13% | 7.89 CHF | 7.90 CHF | 75'000 | 75'000 | 74'960 | 74'960 | 586'808 CHF | 587'558 CHF | 100.00% | 100.00% |
13.12.2024 | 0.13% | 7.83 CHF | 7.84 CHF | 75'000 | 75'000 | 74'943 | 74'943 | 595'516 CHF | 596'266 CHF | 100.00% | 100.00% |
12.12.2024 | 0.13% | 8.01 CHF | 8.02 CHF | 75'000 | 75'000 | 74'944 | 74'944 | 599'742 CHF | 600'492 CHF | 100.00% | 100.00% |
11.12.2024 | 0.13% | 8.09 CHF | 8.10 CHF | 75'000 | 75'000 | 74'865 | 74'865 | 593'903 CHF | 594'653 CHF | 99.94% | 99.94% |
10.12.2024 | 0.13% | 7.79 CHF | 7.80 CHF | 75'000 | 75'000 | 74'984 | 74'984 | 583'541 CHF | 584'291 CHF | 100.00% | 100.00% |
09.12.2024 | 0.13% | 7.73 CHF | 7.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 586'204 CHF | 586'954 CHF | 100.00% | 100.00% |
06.12.2024 | 0.13% | 7.77 CHF | 7.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 580'883 CHF | 581'633 CHF | 99.92% | 99.92% |