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% | 31.39 CHF | 31.40 CHF | 125'000 | 125'000 | 124'814 | 124'814 | 3'942'590 CHF | 3'943'840 CHF | 100.00% | 100.00% |
27.12.2024 | 0.03% | 31.68 CHF | 31.69 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'021'910 CHF | 4'023'160 CHF | 100.00% | 100.00% |
23.12.2024 | 0.03% | 31.42 CHF | 31.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'927'930 CHF | 3'929'180 CHF | 100.00% | 100.00% |
20.12.2024 | 0.03% | 31.36 CHF | 31.37 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'806'480 CHF | 3'807'730 CHF | 100.00% | 100.00% |
19.12.2024 | 0.03% | 31.01 CHF | 31.02 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'888'630 CHF | 3'889'880 CHF | 99.78% | 99.78% |
18.12.2024 | 0.03% | 32.41 CHF | 32.42 CHF | 125'000 | 125'000 | 124'904 | 124'904 | 4'050'860 CHF | 4'052'110 CHF | 99.57% | 99.57% |
17.12.2024 | 0.03% | 32.43 CHF | 32.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 4'058'090 CHF | 4'059'340 CHF | 100.00% | 100.00% |
16.12.2024 | 0.03% | 32.55 CHF | 32.56 CHF | 125'000 | 125'000 | 124'875 | 124'875 | 4'049'350 CHF | 4'050'600 CHF | 100.00% | 100.00% |
13.12.2024 | 0.03% | 32.23 CHF | 32.24 CHF | 125'000 | 125'000 | 124'845 | 124'845 | 4'059'610 CHF | 4'060'860 CHF | 100.00% | 100.00% |
12.12.2024 | 0.03% | 32.41 CHF | 32.42 CHF | 125'000 | 125'000 | 124'849 | 124'849 | 4'037'800 CHF | 4'039'050 CHF | 99.98% | 99.98% |