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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.12.2024 | 0.03% | 36.11 CHF | 36.12 CHF | 125'000 | 125'000 | 124'814 | 124'814 | 4'529'210 CHF | 4'530'460 CHF | 100.00% | 100.00% |
27.12.2024 | 0.03% | 36.36 CHF | 36.37 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'606'760 CHF | 4'608'010 CHF | 100.00% | 100.00% |
23.12.2024 | 0.03% | 36.09 CHF | 36.10 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'509'860 CHF | 4'511'110 CHF | 100.00% | 100.00% |
20.12.2024 | 0.03% | 36.00 CHF | 36.01 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'386'560 CHF | 4'387'810 CHF | 100.00% | 100.00% |
19.12.2024 | 0.03% | 35.67 CHF | 35.68 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'470'870 CHF | 4'472'120 CHF | 99.78% | 99.78% |
18.12.2024 | 0.03% | 37.05 CHF | 37.06 CHF | 125'000 | 125'000 | 124'908 | 124'908 | 4'630'080 CHF | 4'631'330 CHF | 99.57% | 99.57% |
17.12.2024 | 0.03% | 37.06 CHF | 37.07 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'638'740 CHF | 4'639'990 CHF | 100.00% | 100.00% |
16.12.2024 | 0.03% | 37.18 CHF | 37.19 CHF | 125'000 | 125'000 | 124'878 | 124'878 | 4'627'590 CHF | 4'628'840 CHF | 100.00% | 100.00% |
13.12.2024 | 0.03% | 36.86 CHF | 36.87 CHF | 125'000 | 125'000 | 124'848 | 124'848 | 4'637'250 CHF | 4'638'500 CHF | 100.00% | 100.00% |
12.12.2024 | 0.03% | 37.01 CHF | 37.02 CHF | 125'000 | 125'000 | 124'853 | 124'853 | 4'611'790 CHF | 4'613'040 CHF | 99.98% | 99.98% |