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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19.12.2024 | 0.16% | 29.90 CHF | 29.95 CHF | 160'400 | 160'400 | 160'400 | 160'400 | 4'882'340 CHF | 4'890'360 CHF | 99.75% | 99.75% |
18.12.2024 | 0.14% | 34.75 CHF | 34.80 CHF | 142'300 | 142'300 | 142'300 | 142'300 | 4'980'050 CHF | 4'987'170 CHF | 100.00% | 100.00% |
17.12.2024 | 0.14% | 35.10 CHF | 35.15 CHF | 140'400 | 140'400 | 140'400 | 140'400 | 4'940'290 CHF | 4'947'310 CHF | 99.62% | 99.62% |
16.12.2024 | 0.15% | 34.95 CHF | 35.00 CHF | 146'300 | 146'300 | 146'300 | 146'300 | 4'978'250 CHF | 4'985'560 CHF | 100.00% | 100.00% |
13.12.2024 | 0.15% | 32.85 CHF | 32.90 CHF | 149'600 | 149'600 | 149'600 | 149'600 | 5'016'170 CHF | 5'023'650 CHF | 100.00% | 100.00% |
12.12.2024 | 0.15% | 32.90 CHF | 32.95 CHF | 146'500 | 146'500 | 146'500 | 146'500 | 4'807'380 CHF | 4'814'700 CHF | 100.00% | 100.00% |
11.12.2024 | 0.16% | 32.80 CHF | 32.85 CHF | 154'400 | 154'400 | 154'400 | 154'400 | 4'857'580 CHF | 4'865'300 CHF | 100.00% | 100.00% |
10.12.2024 | 0.16% | 31.35 CHF | 31.40 CHF | 152'700 | 152'700 | 152'700 | 152'700 | 4'785'860 CHF | 4'793'500 CHF | 100.00% | 100.00% |
09.12.2024 | 0.16% | 31.00 CHF | 31.05 CHF | 148'700 | 148'700 | 148'700 | 148'700 | 4'752'280 CHF | 4'759'710 CHF | 100.00% | 100.00% |
06.12.2024 | 0.16% | 31.80 CHF | 31.85 CHF | 152'800 | 152'800 | 152'800 | 152'800 | 4'775'180 CHF | 4'782'820 CHF | 100.00% | 100.00% |