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 | 0.07% | 13.65 CHF | 13.66 CHF | 160'000 | 160'000 | 159'640 | 159'640 | 2'206'550 CHF | 2'208'140 CHF | 99.73% | 99.73% |
18.12.2024 | 0.07% | 15.00 CHF | 15.01 CHF | 160'000 | 160'000 | 159'645 | 159'645 | 2'406'830 CHF | 2'408'430 CHF | 100.00% | 100.00% |
17.12.2024 | 0.07% | 15.12 CHF | 15.13 CHF | 160'000 | 160'000 | 159'624 | 159'624 | 2'415'800 CHF | 2'417'390 CHF | 99.63% | 99.63% |
16.12.2024 | 0.07% | 15.04 CHF | 15.05 CHF | 160'000 | 160'000 | 159'649 | 159'649 | 2'357'780 CHF | 2'359'370 CHF | 100.00% | 100.00% |
13.12.2024 | 0.07% | 14.42 CHF | 14.43 CHF | 160'000 | 160'000 | 159'649 | 159'649 | 2'335'070 CHF | 2'336'670 CHF | 100.00% | 100.00% |
12.12.2024 | 0.07% | 14.42 CHF | 14.43 CHF | 160'000 | 160'000 | 159'650 | 159'650 | 2'298'170 CHF | 2'299'770 CHF | 100.00% | 100.00% |
11.12.2024 | 0.07% | 14.37 CHF | 14.38 CHF | 160'000 | 160'000 | 159'649 | 159'649 | 2'227'640 CHF | 2'229'240 CHF | 100.00% | 100.00% |
10.12.2024 | 0.07% | 13.91 CHF | 13.92 CHF | 160'000 | 160'000 | 159'650 | 159'650 | 2'217'720 CHF | 2'219'320 CHF | 100.00% | 100.00% |
09.12.2024 | 0.07% | 13.78 CHF | 13.79 CHF | 160'000 | 160'000 | 159'647 | 159'647 | 2'244'650 CHF | 2'246'250 CHF | 100.00% | 100.00% |
06.12.2024 | 0.07% | 14.00 CHF | 14.01 CHF | 160'000 | 160'000 | 159'600 | 159'600 | 2'208'770 CHF | 2'210'370 CHF | 99.85% | 99.85% |