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% | 19.31 CHF | 19.32 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'869'530 CHF | 4'872'030 CHF | 99.42% | 99.42% |
18.12.2024 | 0.05% | 19.94 CHF | 19.95 CHF | 250'000 | 250'000 | 249'808 | 249'808 | 5'008'160 CHF | 5'010'660 CHF | 100.00% | 100.00% |
17.12.2024 | 0.05% | 20.02 CHF | 20.03 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'036'530 CHF | 5'039'030 CHF | 100.00% | 100.00% |
16.12.2024 | 0.05% | 20.13 CHF | 20.14 CHF | 250'000 | 250'000 | 249'745 | 249'745 | 5'030'540 CHF | 5'033'040 CHF | 99.37% | 99.37% |
13.12.2024 | 0.05% | 20.24 CHF | 20.25 CHF | 250'000 | 250'000 | 249'691 | 249'691 | 5'092'650 CHF | 5'095'150 CHF | 100.00% | 100.00% |
12.12.2024 | 0.05% | 20.19 CHF | 20.20 CHF | 250'000 | 250'000 | 249'698 | 249'698 | 5'041'840 CHF | 5'044'340 CHF | 99.53% | 99.53% |
11.12.2024 | 0.05% | 20.08 CHF | 20.09 CHF | 250'000 | 250'000 | 249'230 | 249'230 | 4'979'070 CHF | 4'981'570 CHF | 100.00% | 100.00% |
10.12.2024 | 0.05% | 19.96 CHF | 19.97 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'991'160 CHF | 4'993'660 CHF | 100.00% | 100.00% |
09.12.2024 | 0.05% | 19.97 CHF | 19.98 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'018'000 CHF | 5'020'500 CHF | 97.79% | 97.79% |
06.12.2024 | 0.05% | 20.04 CHF | 20.05 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'026'570 CHF | 5'029'070 CHF | 100.00% | 100.00% |