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 | 0.12% | 7.98 CHF | 7.99 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 4'065'330 CHF | 4'070'330 CHF | 99.42% | 99.42% |
18.12.2024 | 0.12% | 8.57 CHF | 8.58 CHF | 500'000 | 500'000 | 499'818 | 499'818 | 4'321'610 CHF | 4'326'610 CHF | 100.00% | 100.00% |
17.12.2024 | 0.11% | 8.60 CHF | 8.61 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 4'356'070 CHF | 4'361'070 CHF | 100.00% | 100.00% |
16.12.2024 | 0.11% | 8.73 CHF | 8.74 CHF | 500'000 | 500'000 | 499'712 | 499'712 | 4'374'510 CHF | 4'379'510 CHF | 99.37% | 99.37% |
13.12.2024 | 0.11% | 8.85 CHF | 8.86 CHF | 500'000 | 500'000 | 499'602 | 499'602 | 4'501'320 CHF | 4'506'320 CHF | 100.00% | 100.00% |
12.12.2024 | 0.11% | 8.87 CHF | 8.88 CHF | 500'000 | 500'000 | 499'610 | 499'610 | 4'433'590 CHF | 4'438'590 CHF | 100.00% | 100.00% |
11.12.2024 | 0.12% | 8.82 CHF | 8.83 CHF | 500'000 | 500'000 | 499'053 | 499'053 | 4'345'580 CHF | 4'350'580 CHF | 100.00% | 100.00% |
10.12.2024 | 0.11% | 8.70 CHF | 8.71 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 4'357'050 CHF | 4'362'050 CHF | 100.00% | 100.00% |
09.12.2024 | 0.11% | 8.70 CHF | 8.71 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 4'396'270 CHF | 4'401'270 CHF | 97.80% | 97.80% |
06.12.2024 | 0.11% | 8.79 CHF | 8.80 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 4'421'470 CHF | 4'426'470 CHF | 100.00% | 100.00% |