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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.12.2024 | 0.05% | 18.65 CHF | 18.66 CHF | 250'000 | 250'000 | 249'920 | 249'920 | 4'692'240 CHF | 4'694'740 CHF | 99.75% | 99.75% |
27.12.2024 | 0.05% | 18.82 CHF | 18.83 CHF | 250'000 | 250'000 | 249'947 | 249'947 | 4'692'780 CHF | 4'695'280 CHF | 99.09% | 99.09% |
23.12.2024 | 0.05% | 18.56 CHF | 18.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'639'780 CHF | 4'642'280 CHF | 100.00% | 100.00% |
20.12.2024 | 0.05% | 18.62 CHF | 18.63 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'571'800 CHF | 4'574'300 CHF | 100.00% | 100.00% |
19.12.2024 | 0.05% | 18.72 CHF | 18.73 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'723'630 CHF | 4'726'130 CHF | 99.42% | 99.42% |
18.12.2024 | 0.05% | 19.36 CHF | 19.37 CHF | 250'000 | 250'000 | 249'808 | 249'808 | 4'861'660 CHF | 4'864'160 CHF | 100.00% | 100.00% |
17.12.2024 | 0.05% | 19.43 CHF | 19.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'889'490 CHF | 4'891'990 CHF | 100.00% | 100.00% |
16.12.2024 | 0.05% | 19.54 CHF | 19.55 CHF | 250'000 | 250'000 | 249'749 | 249'749 | 4'884'290 CHF | 4'886'790 CHF | 99.37% | 99.37% |
13.12.2024 | 0.05% | 19.66 CHF | 19.67 CHF | 250'000 | 250'000 | 249'688 | 249'688 | 4'946'350 CHF | 4'948'850 CHF | 100.00% | 100.00% |
12.12.2024 | 0.05% | 19.60 CHF | 19.61 CHF | 250'000 | 250'000 | 249'692 | 249'692 | 4'896'360 CHF | 4'898'860 CHF | 99.53% | 99.53% |