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% | 18.02 CHF | 18.03 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'547'550 CHF | 4'550'050 CHF | 99.42% | 99.42% |
18.12.2024 | 0.05% | 18.65 CHF | 18.66 CHF | 250'000 | 250'000 | 249'810 | 249'810 | 4'684'890 CHF | 4'687'390 CHF | 100.00% | 100.00% |
17.12.2024 | 0.05% | 18.72 CHF | 18.73 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'712'060 CHF | 4'714'560 CHF | 100.00% | 100.00% |
16.12.2024 | 0.05% | 18.83 CHF | 18.84 CHF | 250'000 | 250'000 | 249'742 | 249'742 | 4'707'630 CHF | 4'710'130 CHF | 99.38% | 99.38% |
13.12.2024 | 0.05% | 18.95 CHF | 18.96 CHF | 250'000 | 250'000 | 249'687 | 249'687 | 4'769'890 CHF | 4'772'390 CHF | 100.00% | 100.00% |
12.12.2024 | 0.05% | 18.90 CHF | 18.91 CHF | 250'000 | 250'000 | 249'703 | 249'703 | 4'721'160 CHF | 4'723'660 CHF | 99.53% | 99.53% |
11.12.2024 | 0.05% | 18.80 CHF | 18.81 CHF | 250'000 | 250'000 | 249'228 | 249'228 | 4'660'200 CHF | 4'662'700 CHF | 100.00% | 100.00% |
10.12.2024 | 0.05% | 18.68 CHF | 18.69 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'671'910 CHF | 4'674'410 CHF | 100.00% | 100.00% |
09.12.2024 | 0.05% | 18.69 CHF | 18.70 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'697'930 CHF | 4'700'430 CHF | 97.80% | 97.80% |
06.12.2024 | 0.05% | 18.76 CHF | 18.77 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'706'950 CHF | 4'709'450 CHF | 100.00% | 100.00% |