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% | 26.64 CHF | 26.65 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'640'810 CHF | 6'643'310 CHF | 100.00% | 100.00% |
20.12.2024 | 0.04% | 26.53 CHF | 26.54 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'428'620 CHF | 6'431'120 CHF | 100.00% | 100.00% |
19.12.2024 | 0.04% | 26.31 CHF | 26.32 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'614'770 CHF | 6'617'270 CHF | 99.75% | 99.75% |
18.12.2024 | 0.04% | 27.58 CHF | 27.59 CHF | 250'000 | 250'000 | 249'807 | 249'807 | 6'910'050 CHF | 6'912'550 CHF | 100.00% | 100.00% |
17.12.2024 | 0.04% | 27.71 CHF | 27.72 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'941'060 CHF | 6'943'560 CHF | 99.63% | 99.63% |
16.12.2024 | 0.04% | 27.62 CHF | 27.63 CHF | 250'000 | 250'000 | 249'755 | 249'755 | 6'830'090 CHF | 6'832'590 CHF | 100.00% | 100.00% |
13.12.2024 | 0.04% | 27.01 CHF | 27.02 CHF | 250'000 | 250'000 | 249'691 | 249'691 | 6'795'670 CHF | 6'798'170 CHF | 100.00% | 100.00% |
12.12.2024 | 0.04% | 26.93 CHF | 26.94 CHF | 250'000 | 250'000 | 249'701 | 249'701 | 6'714'290 CHF | 6'716'790 CHF | 99.98% | 99.98% |
11.12.2024 | 0.04% | 26.81 CHF | 26.82 CHF | 250'000 | 250'000 | 249'229 | 249'229 | 6'577'970 CHF | 6'580'470 CHF | 100.00% | 100.00% |
10.12.2024 | 0.04% | 26.33 CHF | 26.34 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'572'680 CHF | 6'575'180 CHF | 100.00% | 100.00% |