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% | 15.20 CHF | 15.21 CHF | 40'000 | 40'000 | 39'910 | 39'910 | 613'304 CHF | 613'704 CHF | 99.75% | 99.75% |
18.12.2024 | 0.06% | 16.51 CHF | 16.52 CHF | 40'000 | 40'000 | 39'911 | 39'911 | 661'494 CHF | 661'894 CHF | 100.00% | 100.00% |
17.12.2024 | 0.06% | 16.61 CHF | 16.62 CHF | 40'000 | 40'000 | 39'906 | 39'906 | 661'748 CHF | 662'147 CHF | 99.62% | 99.62% |
16.12.2024 | 0.06% | 16.46 CHF | 16.47 CHF | 40'000 | 40'000 | 39'911 | 39'911 | 646'503 CHF | 646'902 CHF | 100.00% | 100.00% |
13.12.2024 | 0.06% | 15.83 CHF | 15.84 CHF | 40'000 | 40'000 | 39'911 | 39'911 | 639'447 CHF | 639'847 CHF | 100.00% | 100.00% |
12.12.2024 | 0.06% | 15.80 CHF | 15.81 CHF | 40'000 | 40'000 | 39'912 | 39'912 | 630'228 CHF | 630'628 CHF | 100.00% | 100.00% |
11.12.2024 | 0.07% | 15.75 CHF | 15.76 CHF | 40'000 | 40'000 | 39'911 | 39'911 | 612'039 CHF | 612'439 CHF | 100.00% | 100.00% |
10.12.2024 | 0.07% | 15.29 CHF | 15.30 CHF | 40'000 | 40'000 | 39'911 | 39'911 | 609'376 CHF | 609'776 CHF | 100.00% | 100.00% |
09.12.2024 | 0.07% | 15.14 CHF | 15.15 CHF | 40'000 | 40'000 | 39'910 | 39'910 | 615'874 CHF | 616'273 CHF | 100.00% | 100.00% |
06.12.2024 | 0.07% | 15.36 CHF | 15.37 CHF | 40'000 | 40'000 | 39'900 | 39'900 | 607'760 CHF | 608'159 CHF | 99.85% | 99.85% |