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 | 0.40% | 9.76 CHF | 9.80 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 127'326 CHF | 127'833 CHF | 100.00% | 100.00% |
18.12.2024 | 0.40% | 9.90 CHF | 9.94 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 129'032 CHF | 129'552 CHF | 100.00% | 100.00% |
17.12.2024 | 0.40% | 9.90 CHF | 9.94 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 128'368 CHF | 128'886 CHF | 100.00% | 100.00% |
16.12.2024 | 0.40% | 9.90 CHF | 9.94 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 128'533 CHF | 129'053 CHF | 100.00% | 100.00% |
13.12.2024 | 0.40% | 9.94 CHF | 9.98 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 129'679 CHF | 130'199 CHF | 100.00% | 100.00% |
12.12.2024 | 0.40% | 10.03 CHF | 10.07 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 130'556 CHF | 131'076 CHF | 100.00% | 100.00% |
11.12.2024 | 0.40% | 10.07 CHF | 10.11 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 130'381 CHF | 130'901 CHF | 100.00% | 100.00% |
10.12.2024 | 0.40% | 9.98 CHF | 10.02 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 129'896 CHF | 130'416 CHF | 99.01% | 99.01% |
09.12.2024 | 0.40% | 10.02 CHF | 10.06 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 130'507 CHF | 131'027 CHF | 100.00% | 100.00% |
06.12.2024 | 0.40% | 10.09 CHF | 10.13 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 130'962 CHF | 131'482 CHF | 100.00% | 100.00% |