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 | 0.15% | 6.70 CHF | 6.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 509'128 CHF | 509'878 CHF | 100.00% | 100.00% |
18.12.2024 | 0.14% | 6.99 CHF | 7.00 CHF | 75'000 | 75'000 | 74'970 | 74'970 | 524'342 CHF | 525'092 CHF | 100.00% | 100.00% |
17.12.2024 | 0.14% | 7.01 CHF | 7.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 527'070 CHF | 527'820 CHF | 100.00% | 100.00% |
16.12.2024 | 0.14% | 7.14 CHF | 7.15 CHF | 75'000 | 75'000 | 74'954 | 74'954 | 530'436 CHF | 531'186 CHF | 100.00% | 100.00% |
13.12.2024 | 0.14% | 7.07 CHF | 7.08 CHF | 75'000 | 75'000 | 74'938 | 74'938 | 538'917 CHF | 539'667 CHF | 100.00% | 100.00% |
12.12.2024 | 0.14% | 7.25 CHF | 7.26 CHF | 75'000 | 75'000 | 74'939 | 74'939 | 543'101 CHF | 543'851 CHF | 100.00% | 100.00% |
11.12.2024 | 0.14% | 7.34 CHF | 7.35 CHF | 75'000 | 75'000 | 74'849 | 74'849 | 537'515 CHF | 538'265 CHF | 99.94% | 99.94% |
10.12.2024 | 0.14% | 7.04 CHF | 7.05 CHF | 75'000 | 75'000 | 74'984 | 74'984 | 527'157 CHF | 527'907 CHF | 100.00% | 100.00% |
09.12.2024 | 0.14% | 6.98 CHF | 6.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 529'500 CHF | 530'250 CHF | 100.00% | 100.00% |
06.12.2024 | 0.14% | 7.01 CHF | 7.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 524'116 CHF | 524'866 CHF | 99.92% | 99.92% |