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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.12.2024 | 0.13% | 7.29 CHF | 7.30 CHF | 75'000 | 75'000 | 74'969 | 74'969 | 557'060 CHF | 557'810 CHF | 99.75% | 99.75% |
27.12.2024 | 0.13% | 7.52 CHF | 7.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 572'867 CHF | 573'617 CHF | 100.00% | 100.00% |
23.12.2024 | 0.14% | 6.96 CHF | 6.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 523'743 CHF | 524'493 CHF | 100.00% | 100.00% |
20.12.2024 | 0.15% | 6.99 CHF | 7.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 503'952 CHF | 504'702 CHF | 100.00% | 100.00% |
19.12.2024 | 0.14% | 6.99 CHF | 7.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 530'898 CHF | 531'648 CHF | 100.00% | 100.00% |
18.12.2024 | 0.14% | 7.28 CHF | 7.29 CHF | 75'000 | 75'000 | 74'974 | 74'974 | 546'574 CHF | 547'324 CHF | 100.00% | 100.00% |
17.12.2024 | 0.14% | 7.30 CHF | 7.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 549'360 CHF | 550'110 CHF | 100.00% | 100.00% |
16.12.2024 | 0.14% | 7.44 CHF | 7.45 CHF | 75'000 | 75'000 | 74'955 | 74'955 | 552'554 CHF | 553'304 CHF | 100.00% | 100.00% |
13.12.2024 | 0.13% | 7.37 CHF | 7.38 CHF | 75'000 | 75'000 | 74'937 | 74'937 | 561'128 CHF | 561'878 CHF | 100.00% | 100.00% |
12.12.2024 | 0.13% | 7.55 CHF | 7.56 CHF | 75'000 | 75'000 | 74'942 | 74'942 | 565'362 CHF | 566'112 CHF | 100.00% | 100.00% |