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% | 19.72 CHF | 19.73 CHF | 250'000 | 250'000 | 249'920 | 249'920 | 4'958'500 CHF | 4'961'000 CHF | 99.75% | 99.75% |
27.12.2024 | 0.05% | 19.88 CHF | 19.89 CHF | 250'000 | 250'000 | 249'947 | 249'947 | 4'958'080 CHF | 4'960'580 CHF | 99.09% | 99.09% |
23.12.2024 | 0.05% | 19.61 CHF | 19.62 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'903'150 CHF | 4'905'650 CHF | 100.00% | 100.00% |
20.12.2024 | 0.05% | 19.67 CHF | 19.68 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'834'240 CHF | 4'836'740 CHF | 100.00% | 100.00% |
19.12.2024 | 0.05% | 19.78 CHF | 19.79 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'986'880 CHF | 4'989'380 CHF | 99.42% | 99.42% |
18.12.2024 | 0.05% | 20.41 CHF | 20.42 CHF | 250'000 | 250'000 | 249'808 | 249'808 | 5'125'980 CHF | 5'128'480 CHF | 100.00% | 100.00% |
17.12.2024 | 0.05% | 20.49 CHF | 20.50 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'154'760 CHF | 5'157'260 CHF | 100.00% | 100.00% |
16.12.2024 | 0.05% | 20.60 CHF | 20.61 CHF | 250'000 | 250'000 | 249'745 | 249'745 | 5'148'190 CHF | 5'150'690 CHF | 99.36% | 99.36% |
13.12.2024 | 0.05% | 20.71 CHF | 20.72 CHF | 250'000 | 250'000 | 249'691 | 249'691 | 5'210'250 CHF | 5'212'750 CHF | 100.00% | 100.00% |
12.12.2024 | 0.05% | 20.65 CHF | 20.66 CHF | 250'000 | 250'000 | 249'694 | 249'694 | 5'158'650 CHF | 5'161'150 CHF | 99.49% | 99.49% |