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% | 18.41 CHF | 18.42 CHF | 250'000 | 250'000 | 249'920 | 249'920 | 4'632'900 CHF | 4'635'400 CHF | 99.75% | 99.75% |
27.12.2024 | 0.05% | 18.58 CHF | 18.59 CHF | 250'000 | 250'000 | 249'947 | 249'947 | 4'633'630 CHF | 4'636'130 CHF | 99.09% | 99.09% |
23.12.2024 | 0.05% | 18.32 CHF | 18.33 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'581'050 CHF | 4'583'550 CHF | 100.00% | 100.00% |
20.12.2024 | 0.06% | 18.38 CHF | 18.39 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'513'280 CHF | 4'515'780 CHF | 100.00% | 100.00% |
19.12.2024 | 0.05% | 18.49 CHF | 18.50 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'664'920 CHF | 4'667'420 CHF | 99.42% | 99.42% |
18.12.2024 | 0.05% | 19.12 CHF | 19.13 CHF | 250'000 | 250'000 | 249'810 | 249'810 | 4'802'730 CHF | 4'805'230 CHF | 100.00% | 100.00% |
17.12.2024 | 0.05% | 19.20 CHF | 19.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'830'320 CHF | 4'832'820 CHF | 100.00% | 100.00% |
16.12.2024 | 0.05% | 19.31 CHF | 19.32 CHF | 250'000 | 250'000 | 249'742 | 249'742 | 4'825'340 CHF | 4'827'840 CHF | 99.36% | 99.36% |
13.12.2024 | 0.05% | 19.42 CHF | 19.43 CHF | 250'000 | 250'000 | 249'681 | 249'681 | 4'887'390 CHF | 4'889'890 CHF | 100.00% | 100.00% |
12.12.2024 | 0.05% | 19.37 CHF | 19.38 CHF | 250'000 | 250'000 | 249'699 | 249'699 | 4'838'040 CHF | 4'840'540 CHF | 99.49% | 99.49% |