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% | 24.11 CHF | 24.12 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'011'100 CHF | 6'013'600 CHF | 100.00% | 100.00% |
20.12.2024 | 0.04% | 24.01 CHF | 24.02 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'800'870 CHF | 5'803'370 CHF | 100.00% | 100.00% |
19.12.2024 | 0.04% | 23.79 CHF | 23.80 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'985'670 CHF | 5'988'170 CHF | 99.75% | 99.75% |
18.12.2024 | 0.04% | 25.08 CHF | 25.09 CHF | 250'000 | 250'000 | 249'820 | 249'820 | 6'284'100 CHF | 6'286'600 CHF | 100.00% | 100.00% |
17.12.2024 | 0.04% | 25.20 CHF | 25.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'312'650 CHF | 6'315'150 CHF | 99.62% | 99.62% |
16.12.2024 | 0.04% | 25.12 CHF | 25.13 CHF | 250'000 | 250'000 | 249'743 | 249'743 | 6'204'940 CHF | 6'207'440 CHF | 100.00% | 100.00% |
13.12.2024 | 0.04% | 24.50 CHF | 24.51 CHF | 250'000 | 250'000 | 249'689 | 249'689 | 6'170'530 CHF | 6'173'030 CHF | 100.00% | 100.00% |
12.12.2024 | 0.04% | 24.44 CHF | 24.45 CHF | 250'000 | 250'000 | 249'707 | 249'707 | 6'093'600 CHF | 6'096'100 CHF | 99.98% | 99.98% |
11.12.2024 | 0.04% | 24.33 CHF | 24.34 CHF | 250'000 | 250'000 | 249'226 | 249'226 | 5'961'140 CHF | 5'963'640 CHF | 100.00% | 100.00% |
10.12.2024 | 0.04% | 23.86 CHF | 23.87 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'956'500 CHF | 5'959'000 CHF | 100.00% | 100.00% |