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 | 0.06% | 16.62 CHF | 16.63 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'195'810 CHF | 4'198'310 CHF | 99.42% | 99.42% |
18.12.2024 | 0.06% | 17.24 CHF | 17.25 CHF | 250'000 | 250'000 | 249'810 | 249'810 | 4'331'750 CHF | 4'334'250 CHF | 100.00% | 100.00% |
17.12.2024 | 0.06% | 17.31 CHF | 17.32 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'357'600 CHF | 4'360'100 CHF | 100.00% | 100.00% |
16.12.2024 | 0.06% | 17.42 CHF | 17.43 CHF | 250'000 | 250'000 | 249'740 | 249'740 | 4'354'930 CHF | 4'357'430 CHF | 99.37% | 99.37% |
13.12.2024 | 0.06% | 17.54 CHF | 17.55 CHF | 250'000 | 250'000 | 249'683 | 249'683 | 4'417'290 CHF | 4'419'790 CHF | 100.00% | 100.00% |
12.12.2024 | 0.06% | 17.50 CHF | 17.51 CHF | 250'000 | 250'000 | 249'696 | 249'696 | 4'370'620 CHF | 4'373'120 CHF | 99.53% | 99.53% |
11.12.2024 | 0.06% | 17.41 CHF | 17.42 CHF | 250'000 | 250'000 | 249'221 | 249'221 | 4'311'800 CHF | 4'314'300 CHF | 100.00% | 100.00% |
10.12.2024 | 0.06% | 17.28 CHF | 17.29 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'323'190 CHF | 4'325'690 CHF | 100.00% | 100.00% |
09.12.2024 | 0.06% | 17.29 CHF | 17.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'348'270 CHF | 4'350'770 CHF | 97.79% | 97.79% |
06.12.2024 | 0.06% | 17.37 CHF | 17.38 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'357'820 CHF | 4'360'320 CHF | 100.00% | 100.00% |