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% | 32.80 CHF | 32.81 CHF | 125'000 | 125'000 | 124'815 | 124'815 | 4'117'610 CHF | 4'118'860 CHF | 100.00% | 100.00% |
27.12.2024 | 0.03% | 33.07 CHF | 33.08 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'195'830 CHF | 4'197'080 CHF | 100.00% | 100.00% |
23.12.2024 | 0.03% | 32.81 CHF | 32.82 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'101'790 CHF | 4'103'040 CHF | 100.00% | 100.00% |
20.12.2024 | 0.03% | 32.74 CHF | 32.75 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'979'490 CHF | 3'980'740 CHF | 100.00% | 100.00% |
19.12.2024 | 0.03% | 32.40 CHF | 32.41 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'061'690 CHF | 4'062'940 CHF | 99.78% | 99.78% |
18.12.2024 | 0.03% | 33.80 CHF | 33.81 CHF | 125'000 | 125'000 | 124'904 | 124'904 | 4'223'660 CHF | 4'224'910 CHF | 99.57% | 99.57% |
17.12.2024 | 0.03% | 33.81 CHF | 33.82 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'230'930 CHF | 4'232'180 CHF | 100.00% | 100.00% |
16.12.2024 | 0.03% | 33.93 CHF | 33.94 CHF | 125'000 | 125'000 | 124'878 | 124'878 | 4'221'980 CHF | 4'223'230 CHF | 100.00% | 100.00% |
13.12.2024 | 0.03% | 33.62 CHF | 33.63 CHF | 125'000 | 125'000 | 124'844 | 124'844 | 4'232'190 CHF | 4'233'440 CHF | 100.00% | 100.00% |
12.12.2024 | 0.03% | 33.79 CHF | 33.80 CHF | 125'000 | 125'000 | 124'852 | 124'852 | 4'209'470 CHF | 4'210'720 CHF | 99.98% | 99.98% |