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% | 19.07 CHF | 19.08 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'810'890 CHF | 4'813'390 CHF | 99.42% | 99.42% |
18.12.2024 | 0.05% | 19.71 CHF | 19.72 CHF | 250'000 | 250'000 | 249'812 | 249'812 | 4'949'330 CHF | 4'951'830 CHF | 100.00% | 100.00% |
17.12.2024 | 0.05% | 19.78 CHF | 19.79 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'977'370 CHF | 4'979'870 CHF | 100.00% | 100.00% |
16.12.2024 | 0.05% | 19.89 CHF | 19.90 CHF | 250'000 | 250'000 | 249'745 | 249'745 | 4'971'680 CHF | 4'974'180 CHF | 99.37% | 99.37% |
13.12.2024 | 0.05% | 20.01 CHF | 20.02 CHF | 250'000 | 250'000 | 249'679 | 249'679 | 5'033'600 CHF | 5'036'100 CHF | 100.00% | 100.00% |
12.12.2024 | 0.05% | 19.95 CHF | 19.96 CHF | 250'000 | 250'000 | 249'698 | 249'698 | 4'983'380 CHF | 4'985'880 CHF | 99.53% | 99.53% |
11.12.2024 | 0.05% | 19.85 CHF | 19.86 CHF | 250'000 | 250'000 | 249'222 | 249'222 | 4'920'810 CHF | 4'923'310 CHF | 100.00% | 100.00% |
10.12.2024 | 0.05% | 19.72 CHF | 19.73 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'933'020 CHF | 4'935'520 CHF | 100.00% | 100.00% |
09.12.2024 | 0.05% | 19.73 CHF | 19.74 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'959'660 CHF | 4'962'160 CHF | 97.80% | 97.80% |
06.12.2024 | 0.05% | 19.81 CHF | 19.82 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'968'320 CHF | 4'970'820 CHF | 100.00% | 100.00% |