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% | 12.67 CHF | 12.68 CHF | 42'500 | 42'500 | 42'404 | 42'404 | 543'786 CHF | 544'211 CHF | 99.75% | 99.75% |
18.12.2024 | 0.07% | 13.95 CHF | 13.96 CHF | 40'000 | 40'000 | 39'913 | 39'913 | 559'042 CHF | 559'442 CHF | 100.00% | 100.00% |
17.12.2024 | 0.07% | 14.04 CHF | 14.05 CHF | 40'000 | 40'000 | 39'907 | 39'907 | 558'794 CHF | 559'193 CHF | 99.62% | 99.62% |
16.12.2024 | 0.07% | 13.89 CHF | 13.90 CHF | 40'000 | 40'000 | 39'911 | 39'911 | 544'028 CHF | 544'428 CHF | 100.00% | 100.00% |
13.12.2024 | 0.08% | 13.26 CHF | 13.27 CHF | 40'000 | 40'000 | 39'911 | 39'911 | 536'732 CHF | 537'132 CHF | 100.00% | 100.00% |
12.12.2024 | 0.08% | 13.24 CHF | 13.25 CHF | 40'000 | 40'000 | 39'911 | 39'911 | 528'248 CHF | 528'647 CHF | 100.00% | 100.00% |
11.12.2024 | 0.08% | 13.21 CHF | 13.22 CHF | 42'500 | 42'500 | 42'404 | 42'404 | 542'807 CHF | 543'231 CHF | 100.00% | 100.00% |
10.12.2024 | 0.08% | 12.76 CHF | 12.77 CHF | 40'000 | 40'000 | 39'911 | 39'911 | 508'484 CHF | 508'884 CHF | 100.00% | 100.00% |
09.12.2024 | 0.08% | 12.63 CHF | 12.64 CHF | 40'000 | 40'000 | 39'912 | 39'912 | 515'097 CHF | 515'496 CHF | 100.00% | 100.00% |
06.12.2024 | 0.08% | 12.84 CHF | 12.85 CHF | 40'000 | 40'000 | 39'899 | 39'899 | 507'209 CHF | 507'608 CHF | 99.85% | 99.85% |