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 | 0.09% | 10.78 CHF | 10.79 CHF | 160'000 | 160'000 | 159'637 | 159'637 | 1'748'620 CHF | 1'750'220 CHF | 99.69% | 99.69% |
18.12.2024 | 0.08% | 12.15 CHF | 12.16 CHF | 160'000 | 160'000 | 159'642 | 159'642 | 1'950'720 CHF | 1'952'320 CHF | 100.00% | 100.00% |
17.12.2024 | 0.08% | 12.26 CHF | 12.27 CHF | 160'000 | 160'000 | 159'641 | 159'641 | 1'958'750 CHF | 1'960'350 CHF | 99.62% | 99.62% |
16.12.2024 | 0.08% | 12.18 CHF | 12.19 CHF | 160'000 | 160'000 | 159'643 | 159'643 | 1'902'450 CHF | 1'904'040 CHF | 100.00% | 100.00% |
13.12.2024 | 0.09% | 11.57 CHF | 11.58 CHF | 160'000 | 160'000 | 159'645 | 159'645 | 1'879'140 CHF | 1'880'740 CHF | 100.00% | 100.00% |
12.12.2024 | 0.09% | 11.58 CHF | 11.59 CHF | 160'000 | 160'000 | 159'646 | 159'646 | 1'845'350 CHF | 1'846'950 CHF | 100.00% | 100.00% |
11.12.2024 | 0.09% | 11.55 CHF | 11.56 CHF | 160'000 | 160'000 | 159'642 | 159'642 | 1'777'140 CHF | 1'778'730 CHF | 100.00% | 100.00% |
10.12.2024 | 0.09% | 11.10 CHF | 11.11 CHF | 160'000 | 160'000 | 159'644 | 159'644 | 1'768'960 CHF | 1'770'560 CHF | 100.00% | 100.00% |
09.12.2024 | 0.09% | 10.98 CHF | 10.99 CHF | 160'000 | 160'000 | 159'643 | 159'643 | 1'796'730 CHF | 1'798'330 CHF | 100.00% | 100.00% |
06.12.2024 | 0.09% | 11.20 CHF | 11.21 CHF | 160'000 | 160'000 | 159'595 | 159'595 | 1'761'680 CHF | 1'763'280 CHF | 99.85% | 99.85% |