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 | 0.17% | 6.52 CHF | 6.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 454'164 CHF | 454'914 CHF | 100.00% | 100.00% |
18.12.2024 | 0.20% | 5.24 CHF | 5.25 CHF | 75'000 | 75'000 | 74'962 | 74'962 | 383'406 CHF | 384'156 CHF | 100.00% | 100.00% |
17.12.2024 | 0.19% | 5.11 CHF | 5.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 388'551 CHF | 389'301 CHF | 100.00% | 100.00% |
16.12.2024 | 0.21% | 4.89 CHF | 4.90 CHF | 75'000 | 75'000 | 74'944 | 74'944 | 363'991 CHF | 364'741 CHF | 100.00% | 100.00% |
13.12.2024 | 0.21% | 4.96 CHF | 4.97 CHF | 75'000 | 75'000 | 74'925 | 74'925 | 360'495 CHF | 361'245 CHF | 100.00% | 100.00% |
12.12.2024 | 0.26% | 4.48 CHF | 4.49 CHF | 75'000 | 75'000 | 74'928 | 74'928 | 286'841 CHF | 287'591 CHF | 100.00% | 100.00% |
11.12.2024 | 0.26% | 3.51 CHF | 3.52 CHF | 75'000 | 75'000 | 74'818 | 74'818 | 284'938 CHF | 285'688 CHF | 100.00% | 100.00% |
10.12.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 277'519 CHF | 278'269 CHF | 100.00% | 100.00% |
09.12.2024 | 0.26% | 3.51 CHF | 3.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 287'094 CHF | 287'844 CHF | 100.00% | 100.00% |
06.12.2024 | 0.23% | 4.35 CHF | 4.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 322'463 CHF | 323'213 CHF | 99.00% | 99.00% |