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% | 15.09 CHF | 15.10 CHF | 160'000 | 160'000 | 159'638 | 159'638 | 2'435'470 CHF | 2'437'070 CHF | 99.74% | 99.74% |
18.12.2024 | 0.06% | 16.43 CHF | 16.44 CHF | 150'000 | 150'000 | 149'672 | 149'672 | 2'470'270 CHF | 2'471'760 CHF | 100.00% | 100.00% |
17.12.2024 | 0.06% | 16.55 CHF | 16.56 CHF | 160'000 | 160'000 | 159'630 | 159'630 | 2'644'520 CHF | 2'646'120 CHF | 99.62% | 99.62% |
16.12.2024 | 0.06% | 16.46 CHF | 16.47 CHF | 160'000 | 160'000 | 159'644 | 159'644 | 2'585'370 CHF | 2'586'970 CHF | 100.00% | 100.00% |
13.12.2024 | 0.06% | 15.85 CHF | 15.86 CHF | 160'000 | 160'000 | 159'645 | 159'645 | 2'562'930 CHF | 2'564'530 CHF | 100.00% | 100.00% |
12.12.2024 | 0.06% | 15.84 CHF | 15.85 CHF | 150'000 | 150'000 | 149'669 | 149'669 | 2'366'810 CHF | 2'368'310 CHF | 100.00% | 100.00% |
11.12.2024 | 0.07% | 15.78 CHF | 15.79 CHF | 160'000 | 160'000 | 159'643 | 159'643 | 2'452'780 CHF | 2'454'380 CHF | 100.00% | 100.00% |
10.12.2024 | 0.07% | 15.32 CHF | 15.33 CHF | 160'000 | 160'000 | 159'645 | 159'645 | 2'442'070 CHF | 2'443'670 CHF | 100.00% | 100.00% |
09.12.2024 | 0.07% | 15.18 CHF | 15.19 CHF | 160'000 | 160'000 | 159'649 | 159'649 | 2'468'680 CHF | 2'470'280 CHF | 100.00% | 100.00% |
06.12.2024 | 0.07% | 15.40 CHF | 15.41 CHF | 160'000 | 160'000 | 159'599 | 159'599 | 2'432'350 CHF | 2'433'950 CHF | 99.85% | 99.85% |