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 | 0.75% | 70.95 CHF | 71.50 CHF | 1'000 | 1'000 | 998 | 998 | 70'744 CHF | 71'278 CHF | 90.57% | 90.57% |
18.12.2024 | 0.75% | 70.90 CHF | 71.45 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 70'954 CHF | 71'490 CHF | 93.64% | 93.64% |
17.12.2024 | 0.75% | 71.90 CHF | 72.45 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 71'539 CHF | 72'080 CHF | 96.04% | 96.04% |
16.12.2024 | 0.75% | 71.40 CHF | 71.95 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 71'389 CHF | 71'924 CHF | 98.87% | 98.87% |
13.12.2024 | 0.76% | 71.90 CHF | 72.45 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 71'876 CHF | 72'423 CHF | 99.79% | 99.79% |
12.12.2024 | 0.75% | 71.80 CHF | 72.35 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 71'803 CHF | 72'346 CHF | 96.60% | 96.60% |
11.12.2024 | 0.76% | 71.65 CHF | 72.20 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 71'684 CHF | 72'229 CHF | 99.24% | 99.24% |
10.12.2024 | 0.75% | 71.60 CHF | 72.15 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 71'965 CHF | 72'503 CHF | 100.00% | 100.00% |
09.12.2024 | 0.74% | 72.35 CHF | 72.90 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 72'221 CHF | 72'758 CHF | 100.00% | 100.00% |
06.12.2024 | 0.76% | 72.35 CHF | 72.90 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 72'533 CHF | 73'083 CHF | 86.53% | 86.53% |