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% | 24.92 CHF | 24.93 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'211'720 CHF | 6'214'220 CHF | 100.00% | 100.00% |
20.12.2024 | 0.04% | 24.81 CHF | 24.82 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'000'850 CHF | 6'003'350 CHF | 100.00% | 100.00% |
19.12.2024 | 0.04% | 24.59 CHF | 24.60 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'186'080 CHF | 6'188'580 CHF | 99.76% | 99.76% |
18.12.2024 | 0.04% | 25.88 CHF | 25.89 CHF | 250'000 | 250'000 | 249'812 | 249'812 | 6'483'410 CHF | 6'485'910 CHF | 100.00% | 100.00% |
17.12.2024 | 0.04% | 26.00 CHF | 26.01 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'512'840 CHF | 6'515'340 CHF | 99.63% | 99.63% |
16.12.2024 | 0.04% | 25.92 CHF | 25.93 CHF | 250'000 | 250'000 | 249'755 | 249'755 | 6'404'300 CHF | 6'406'800 CHF | 100.00% | 100.00% |
13.12.2024 | 0.04% | 25.30 CHF | 25.31 CHF | 250'000 | 250'000 | 249'701 | 249'701 | 6'369'970 CHF | 6'372'470 CHF | 100.00% | 100.00% |
12.12.2024 | 0.04% | 25.24 CHF | 25.25 CHF | 250'000 | 250'000 | 249'702 | 249'702 | 6'291'210 CHF | 6'293'710 CHF | 99.98% | 99.98% |
11.12.2024 | 0.04% | 25.12 CHF | 25.13 CHF | 250'000 | 250'000 | 249'241 | 249'241 | 6'157'980 CHF | 6'160'480 CHF | 100.00% | 100.00% |
10.12.2024 | 0.04% | 24.65 CHF | 24.66 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'152'770 CHF | 6'155'270 CHF | 100.00% | 100.00% |