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 | 0.08% | 12.22 CHF | 12.23 CHF | 160'000 | 160'000 | 159'646 | 159'646 | 1'977'680 CHF | 1'979'270 CHF | 99.74% | 99.74% |
18.12.2024 | 0.07% | 13.58 CHF | 13.59 CHF | 160'000 | 160'000 | 159'643 | 159'643 | 2'178'760 CHF | 2'180'360 CHF | 100.00% | 100.00% |
17.12.2024 | 0.07% | 13.69 CHF | 13.70 CHF | 160'000 | 160'000 | 159'634 | 159'634 | 2'187'270 CHF | 2'188'870 CHF | 99.63% | 99.63% |
16.12.2024 | 0.08% | 13.61 CHF | 13.62 CHF | 160'000 | 160'000 | 159'644 | 159'644 | 2'130'060 CHF | 2'131'660 CHF | 100.00% | 100.00% |
13.12.2024 | 0.08% | 12.99 CHF | 13.00 CHF | 160'000 | 160'000 | 159'645 | 159'645 | 2'107'050 CHF | 2'108'650 CHF | 100.00% | 100.00% |
12.12.2024 | 0.08% | 13.00 CHF | 13.01 CHF | 160'000 | 160'000 | 159'647 | 159'647 | 2'071'750 CHF | 2'073'350 CHF | 100.00% | 100.00% |
11.12.2024 | 0.08% | 12.96 CHF | 12.97 CHF | 160'000 | 160'000 | 159'643 | 159'643 | 2'002'330 CHF | 2'003'930 CHF | 100.00% | 100.00% |
10.12.2024 | 0.08% | 12.50 CHF | 12.51 CHF | 160'000 | 160'000 | 159'645 | 159'645 | 1'993'350 CHF | 1'994'950 CHF | 100.00% | 100.00% |
09.12.2024 | 0.08% | 12.38 CHF | 12.39 CHF | 160'000 | 160'000 | 159'645 | 159'645 | 2'020'660 CHF | 2'022'260 CHF | 100.00% | 100.00% |
06.12.2024 | 0.08% | 12.60 CHF | 12.61 CHF | 160'000 | 160'000 | 159'599 | 159'599 | 1'985'210 CHF | 1'986'810 CHF | 99.85% | 99.85% |