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% | 6.71 CHF | 6.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 537'186 CHF | 537'934 CHF | 100.00% | 100.00% |
18.12.2024 | 0.12% | 7.91 CHF | 7.92 CHF | 75'000 | 75'000 | 74'977 | 74'977 | 603'368 CHF | 604'118 CHF | 100.00% | 100.00% |
17.12.2024 | 0.12% | 8.08 CHF | 8.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 602'122 CHF | 602'872 CHF | 100.00% | 100.00% |
16.12.2024 | 0.12% | 8.27 CHF | 8.28 CHF | 75'000 | 75'000 | 74'958 | 74'958 | 621'826 CHF | 622'576 CHF | 100.00% | 100.00% |
13.12.2024 | 0.12% | 8.22 CHF | 8.23 CHF | 75'000 | 75'000 | 74'939 | 74'939 | 627'570 CHF | 628'320 CHF | 100.00% | 100.00% |
12.12.2024 | 0.11% | 8.64 CHF | 8.65 CHF | 75'000 | 75'000 | 74'944 | 74'944 | 694'869 CHF | 695'619 CHF | 100.00% | 100.00% |
11.12.2024 | 0.11% | 9.54 CHF | 9.55 CHF | 75'000 | 75'000 | 74'864 | 74'864 | 691'848 CHF | 692'598 CHF | 100.00% | 100.00% |
10.12.2024 | 0.11% | 9.35 CHF | 9.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 697'561 CHF | 698'311 CHF | 100.00% | 100.00% |
09.12.2024 | 0.11% | 9.44 CHF | 9.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 687'015 CHF | 687'765 CHF | 100.00% | 100.00% |
06.12.2024 | 0.12% | 8.62 CHF | 8.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 650'903 CHF | 651'653 CHF | 98.99% | 98.99% |