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 | 0.03% | 30.79 CHF | 30.80 CHF | 125'000 | 125'000 | 124'814 | 124'814 | 3'867'520 CHF | 3'868'770 CHF | 100.00% | 100.00% |
27.12.2024 | 0.03% | 31.08 CHF | 31.09 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'947'040 CHF | 3'948'290 CHF | 100.00% | 100.00% |
23.12.2024 | 0.03% | 30.82 CHF | 30.83 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'853'430 CHF | 3'854'680 CHF | 100.00% | 100.00% |
20.12.2024 | 0.03% | 30.77 CHF | 30.78 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'732'220 CHF | 3'733'470 CHF | 100.00% | 100.00% |
19.12.2024 | 0.03% | 30.41 CHF | 30.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'814'220 CHF | 3'815'470 CHF | 99.77% | 99.77% |
18.12.2024 | 0.03% | 31.82 CHF | 31.83 CHF | 125'000 | 125'000 | 124'906 | 124'906 | 3'976'860 CHF | 3'978'110 CHF | 99.57% | 99.57% |
17.12.2024 | 0.03% | 31.83 CHF | 31.84 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'983'730 CHF | 3'984'980 CHF | 100.00% | 100.00% |
16.12.2024 | 0.03% | 31.96 CHF | 31.97 CHF | 125'000 | 125'000 | 124'871 | 124'871 | 3'975'300 CHF | 3'976'550 CHF | 100.00% | 100.00% |
13.12.2024 | 0.03% | 31.64 CHF | 31.65 CHF | 125'000 | 125'000 | 124'843 | 124'843 | 3'985'580 CHF | 3'986'830 CHF | 100.00% | 100.00% |
12.12.2024 | 0.03% | 31.82 CHF | 31.83 CHF | 125'000 | 125'000 | 124'854 | 124'854 | 3'964'470 CHF | 3'965'720 CHF | 99.98% | 99.98% |