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% | 24.44 CHF | 24.45 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'093'020 CHF | 6'095'520 CHF | 100.00% | 100.00% |
20.12.2024 | 0.04% | 24.34 CHF | 24.35 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'882'520 CHF | 5'885'020 CHF | 100.00% | 100.00% |
19.12.2024 | 0.04% | 24.12 CHF | 24.13 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'067'490 CHF | 6'069'990 CHF | 99.75% | 99.75% |
18.12.2024 | 0.04% | 25.41 CHF | 25.42 CHF | 250'000 | 250'000 | 249'809 | 249'809 | 6'365'330 CHF | 6'367'830 CHF | 100.00% | 100.00% |
17.12.2024 | 0.04% | 25.53 CHF | 25.54 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'394'420 CHF | 6'396'920 CHF | 99.62% | 99.62% |
16.12.2024 | 0.04% | 25.45 CHF | 25.46 CHF | 250'000 | 250'000 | 249'751 | 249'751 | 6'286'390 CHF | 6'288'890 CHF | 100.00% | 100.00% |
13.12.2024 | 0.04% | 24.83 CHF | 24.84 CHF | 250'000 | 250'000 | 249'694 | 249'694 | 6'251'990 CHF | 6'254'490 CHF | 100.00% | 100.00% |
12.12.2024 | 0.04% | 24.77 CHF | 24.78 CHF | 250'000 | 250'000 | 249'698 | 249'698 | 6'174'070 CHF | 6'176'570 CHF | 99.98% | 99.98% |
11.12.2024 | 0.04% | 24.65 CHF | 24.66 CHF | 250'000 | 250'000 | 249'230 | 249'230 | 6'041'470 CHF | 6'043'970 CHF | 100.00% | 100.00% |
10.12.2024 | 0.04% | 24.19 CHF | 24.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'036'640 CHF | 6'039'140 CHF | 100.00% | 100.00% |