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 | 0.18% | 5.09 CHF | 5.10 CHF | 75'000 | 75'000 | 75'000 | 74'989 | 415'445 CHF | 416'139 CHF | 100.00% | 100.00% |
18.12.2024 | 0.16% | 6.30 CHF | 6.31 CHF | 75'000 | 75'000 | 74'968 | 74'968 | 482'045 CHF | 482'795 CHF | 100.00% | 100.00% |
17.12.2024 | 0.16% | 6.46 CHF | 6.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 480'474 CHF | 481'224 CHF | 100.00% | 100.00% |
16.12.2024 | 0.15% | 6.66 CHF | 6.67 CHF | 75'000 | 75'000 | 74'950 | 74'950 | 500'688 CHF | 501'438 CHF | 100.00% | 100.00% |
13.12.2024 | 0.15% | 6.60 CHF | 6.61 CHF | 75'000 | 75'000 | 74'931 | 74'931 | 506'336 CHF | 507'086 CHF | 100.00% | 100.00% |
12.12.2024 | 0.13% | 7.04 CHF | 7.05 CHF | 75'000 | 75'000 | 74'936 | 74'936 | 575'068 CHF | 575'818 CHF | 100.00% | 100.00% |
11.12.2024 | 0.13% | 7.94 CHF | 7.95 CHF | 75'000 | 75'000 | 74'839 | 74'839 | 571'934 CHF | 572'684 CHF | 100.00% | 100.00% |
10.12.2024 | 0.13% | 7.77 CHF | 7.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 578'721 CHF | 579'471 CHF | 100.00% | 100.00% |
09.12.2024 | 0.13% | 7.85 CHF | 7.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 567'702 CHF | 568'452 CHF | 100.00% | 100.00% |
06.12.2024 | 0.14% | 7.04 CHF | 7.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 532'429 CHF | 533'179 CHF | 98.98% | 98.98% |