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 | 0.05% | 18.26 CHF | 18.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'606'240 CHF | 4'608'740 CHF | 99.42% | 99.42% |
18.12.2024 | 0.05% | 18.89 CHF | 18.90 CHF | 250'000 | 250'000 | 249'804 | 249'804 | 4'743'720 CHF | 4'746'220 CHF | 100.00% | 100.00% |
17.12.2024 | 0.05% | 18.96 CHF | 18.97 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'771'210 CHF | 4'773'710 CHF | 100.00% | 100.00% |
16.12.2024 | 0.05% | 19.07 CHF | 19.08 CHF | 250'000 | 250'000 | 249'744 | 249'744 | 4'766'530 CHF | 4'769'030 CHF | 99.39% | 99.39% |
13.12.2024 | 0.05% | 19.19 CHF | 19.20 CHF | 250'000 | 250'000 | 249'688 | 249'688 | 4'828'700 CHF | 4'831'200 CHF | 100.00% | 100.00% |
12.12.2024 | 0.05% | 19.14 CHF | 19.15 CHF | 250'000 | 250'000 | 249'692 | 249'692 | 4'779'420 CHF | 4'781'920 CHF | 99.53% | 99.53% |
11.12.2024 | 0.05% | 19.04 CHF | 19.05 CHF | 250'000 | 250'000 | 249'219 | 249'219 | 4'718'130 CHF | 4'720'630 CHF | 100.00% | 100.00% |
10.12.2024 | 0.05% | 18.91 CHF | 18.92 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'730'130 CHF | 4'732'630 CHF | 100.00% | 100.00% |
09.12.2024 | 0.05% | 18.92 CHF | 18.93 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'756'290 CHF | 4'758'790 CHF | 97.79% | 97.79% |
06.12.2024 | 0.05% | 19.00 CHF | 19.01 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'765'210 CHF | 4'767'710 CHF | 100.00% | 100.00% |