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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.12.2024 | 0.04% | 27.22 CHF | 27.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'786'350 CHF | 6'788'850 CHF | 100.00% | 100.00% |
20.12.2024 | 0.04% | 27.11 CHF | 27.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'573'690 CHF | 6'576'190 CHF | 100.00% | 100.00% |
19.12.2024 | 0.04% | 26.89 CHF | 26.90 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'760'150 CHF | 6'762'650 CHF | 99.75% | 99.75% |
18.12.2024 | 0.04% | 28.16 CHF | 28.17 CHF | 250'000 | 250'000 | 249'824 | 249'824 | 7'055'220 CHF | 7'057'720 CHF | 100.00% | 100.00% |
17.12.2024 | 0.04% | 28.29 CHF | 28.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 7'086'250 CHF | 7'088'750 CHF | 99.62% | 99.62% |
16.12.2024 | 0.04% | 28.20 CHF | 28.21 CHF | 250'000 | 250'000 | 249'750 | 249'750 | 6'974'420 CHF | 6'976'920 CHF | 100.00% | 100.00% |
13.12.2024 | 0.04% | 27.59 CHF | 27.60 CHF | 250'000 | 250'000 | 249'690 | 249'690 | 6'940'100 CHF | 6'942'600 CHF | 100.00% | 100.00% |
12.12.2024 | 0.04% | 27.51 CHF | 27.52 CHF | 250'000 | 250'000 | 249'709 | 249'709 | 6'857'910 CHF | 6'860'410 CHF | 99.98% | 99.98% |
11.12.2024 | 0.04% | 27.38 CHF | 27.39 CHF | 250'000 | 250'000 | 249'244 | 249'244 | 6'720'890 CHF | 6'723'390 CHF | 100.00% | 100.00% |
10.12.2024 | 0.04% | 26.90 CHF | 26.91 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'715'070 CHF | 6'717'570 CHF | 100.00% | 100.00% |