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% | 19.54 CHF | 19.55 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'928'250 CHF | 4'930'750 CHF | 99.42% | 99.42% |
18.12.2024 | 0.05% | 20.18 CHF | 20.19 CHF | 250'000 | 250'000 | 249'808 | 249'808 | 5'067'080 CHF | 5'069'580 CHF | 100.00% | 100.00% |
17.12.2024 | 0.05% | 20.26 CHF | 20.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'095'620 CHF | 5'098'120 CHF | 100.00% | 100.00% |
16.12.2024 | 0.05% | 20.36 CHF | 20.37 CHF | 250'000 | 250'000 | 249'740 | 249'740 | 5'089'280 CHF | 5'091'780 CHF | 99.39% | 99.39% |
13.12.2024 | 0.05% | 20.48 CHF | 20.49 CHF | 250'000 | 250'000 | 249'679 | 249'679 | 5'151'200 CHF | 5'153'700 CHF | 100.00% | 100.00% |
12.12.2024 | 0.05% | 20.42 CHF | 20.43 CHF | 250'000 | 250'000 | 249'698 | 249'698 | 5'100'310 CHF | 5'102'810 CHF | 99.53% | 99.53% |
11.12.2024 | 0.05% | 20.32 CHF | 20.33 CHF | 250'000 | 250'000 | 249'225 | 249'225 | 5'037'030 CHF | 5'039'530 CHF | 100.00% | 100.00% |
10.12.2024 | 0.05% | 20.19 CHF | 20.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'049'330 CHF | 5'051'830 CHF | 100.00% | 100.00% |
09.12.2024 | 0.05% | 20.20 CHF | 20.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'076'350 CHF | 5'078'850 CHF | 97.79% | 97.79% |
06.12.2024 | 0.05% | 20.27 CHF | 20.28 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'084'800 CHF | 5'087'300 CHF | 100.00% | 100.00% |