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 | 0.14% | 6.94 CHF | 6.95 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 3'542'080 CHF | 3'547'080 CHF | 99.42% | 99.42% |
18.12.2024 | 0.13% | 7.52 CHF | 7.53 CHF | 500'000 | 500'000 | 499'773 | 499'773 | 3'795'640 CHF | 3'800'640 CHF | 100.00% | 100.00% |
17.12.2024 | 0.13% | 7.55 CHF | 7.56 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 3'828'870 CHF | 3'833'870 CHF | 100.00% | 100.00% |
16.12.2024 | 0.13% | 7.68 CHF | 7.69 CHF | 500'000 | 500'000 | 499'666 | 499'666 | 3'849'320 CHF | 3'854'320 CHF | 99.39% | 99.39% |
13.12.2024 | 0.13% | 7.80 CHF | 7.81 CHF | 500'000 | 500'000 | 499'548 | 499'548 | 3'976'230 CHF | 3'981'230 CHF | 100.00% | 100.00% |
12.12.2024 | 0.13% | 7.83 CHF | 7.84 CHF | 500'000 | 500'000 | 499'560 | 499'560 | 3'911'580 CHF | 3'916'580 CHF | 100.00% | 100.00% |
11.12.2024 | 0.13% | 7.78 CHF | 7.79 CHF | 500'000 | 500'000 | 498'906 | 498'906 | 3'825'730 CHF | 3'830'730 CHF | 100.00% | 100.00% |
10.12.2024 | 0.13% | 7.67 CHF | 7.68 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 3'838'370 CHF | 3'843'370 CHF | 100.00% | 100.00% |
09.12.2024 | 0.13% | 7.67 CHF | 7.68 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 3'876'090 CHF | 3'881'090 CHF | 97.80% | 97.80% |
06.12.2024 | 0.13% | 7.76 CHF | 7.77 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 3'902'050 CHF | 3'907'050 CHF | 100.00% | 100.00% |