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 | 0.13% | 45.98 CHF | 46.04 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 3'747'570 CHF | 3'752'370 CHF | 100.00% | 100.00% |
18.12.2024 | 0.13% | 53.40 CHF | 53.47 CHF | 70'000 | 70'000 | 69'837 | 69'837 | 3'758'490 CHF | 3'763'380 CHF | 100.00% | 100.00% |
17.12.2024 | 0.13% | 53.95 CHF | 54.02 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 3'788'690 CHF | 3'793'590 CHF | 100.00% | 100.00% |
16.12.2024 | 0.13% | 53.67 CHF | 53.74 CHF | 70'000 | 70'000 | 69'848 | 69'848 | 3'652'400 CHF | 3'657'300 CHF | 100.00% | 100.00% |
13.12.2024 | 0.14% | 50.50 CHF | 50.57 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 3'614'240 CHF | 3'619'140 CHF | 100.00% | 100.00% |
12.12.2024 | 0.14% | 50.55 CHF | 50.62 CHF | 70'000 | 70'000 | 69'848 | 69'848 | 3'524'070 CHF | 3'528'960 CHF | 99.80% | 99.80% |
11.12.2024 | 0.12% | 50.45 CHF | 50.51 CHF | 70'000 | 70'000 | 69'857 | 69'857 | 3'384'400 CHF | 3'388'590 CHF | 99.99% | 99.99% |
10.12.2024 | 0.12% | 48.31 CHF | 48.37 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 3'377'840 CHF | 3'382'040 CHF | 100.00% | 100.00% |
09.12.2024 | 0.14% | 47.76 CHF | 47.83 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 3'446'120 CHF | 3'451'020 CHF | 100.00% | 100.00% |
06.12.2024 | 0.13% | 48.94 CHF | 49.00 CHF | 70'000 | 70'000 | 69'779 | 69'779 | 3'361'590 CHF | 3'365'780 CHF | 99.77% | 99.77% |