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% | 23.85 CHF | 23.86 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'946'460 CHF | 5'948'960 CHF | 100.00% | 100.00% |
20.12.2024 | 0.04% | 23.76 CHF | 23.77 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'736'450 CHF | 5'738'950 CHF | 100.00% | 100.00% |
19.12.2024 | 0.04% | 23.53 CHF | 23.54 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'921'070 CHF | 5'923'570 CHF | 99.75% | 99.75% |
18.12.2024 | 0.04% | 24.82 CHF | 24.83 CHF | 250'000 | 250'000 | 249'807 | 249'807 | 6'219'510 CHF | 6'222'010 CHF | 100.00% | 100.00% |
17.12.2024 | 0.04% | 24.94 CHF | 24.95 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'248'180 CHF | 6'250'680 CHF | 99.62% | 99.62% |
16.12.2024 | 0.04% | 24.86 CHF | 24.87 CHF | 250'000 | 250'000 | 249'748 | 249'748 | 6'140'880 CHF | 6'143'380 CHF | 100.00% | 100.00% |
13.12.2024 | 0.04% | 24.24 CHF | 24.25 CHF | 250'000 | 250'000 | 249'691 | 249'691 | 6'106'480 CHF | 6'108'980 CHF | 100.00% | 100.00% |
12.12.2024 | 0.04% | 24.19 CHF | 24.20 CHF | 250'000 | 250'000 | 249'694 | 249'694 | 6'029'450 CHF | 6'031'950 CHF | 99.98% | 99.98% |
11.12.2024 | 0.04% | 24.08 CHF | 24.09 CHF | 250'000 | 250'000 | 249'219 | 249'219 | 5'897'680 CHF | 5'900'180 CHF | 100.00% | 100.00% |
10.12.2024 | 0.04% | 23.61 CHF | 23.62 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'893'230 CHF | 5'895'730 CHF | 100.00% | 100.00% |