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 | 0.22% | 4.01 CHF | 4.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 335'149 CHF | 335'898 CHF | 100.00% | 100.00% |
18.12.2024 | 0.19% | 5.23 CHF | 5.24 CHF | 75'000 | 75'000 | 74'963 | 74'963 | 402'037 CHF | 402'787 CHF | 100.00% | 100.00% |
17.12.2024 | 0.19% | 5.39 CHF | 5.40 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 400'227 CHF | 400'977 CHF | 100.00% | 100.00% |
16.12.2024 | 0.18% | 5.59 CHF | 5.60 CHF | 75'000 | 75'000 | 74'946 | 74'946 | 420'814 CHF | 421'563 CHF | 100.00% | 100.00% |
13.12.2024 | 0.18% | 5.54 CHF | 5.55 CHF | 75'000 | 75'000 | 74'926 | 74'926 | 426'379 CHF | 427'129 CHF | 100.00% | 100.00% |
12.12.2024 | 0.15% | 5.98 CHF | 5.99 CHF | 75'000 | 75'000 | 74'930 | 74'930 | 495'613 CHF | 496'363 CHF | 100.00% | 100.00% |
11.12.2024 | 0.15% | 6.88 CHF | 6.89 CHF | 75'000 | 75'000 | 74'826 | 74'826 | 492'895 CHF | 493'645 CHF | 100.00% | 100.00% |
10.12.2024 | 0.15% | 6.71 CHF | 6.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 499'883 CHF | 500'633 CHF | 100.00% | 100.00% |
09.12.2024 | 0.15% | 6.80 CHF | 6.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 488'993 CHF | 489'743 CHF | 100.00% | 100.00% |
06.12.2024 | 0.17% | 5.99 CHF | 6.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 453'828 CHF | 454'578 CHF | 98.99% | 98.99% |