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 | 0.06% | 16.04 CHF | 16.05 CHF | 250'000 | 250'000 | 249'921 | 249'921 | 4'039'970 CHF | 4'042'470 CHF | 99.75% | 99.75% |
27.12.2024 | 0.06% | 16.21 CHF | 16.22 CHF | 250'000 | 250'000 | 249'947 | 249'947 | 4'042'740 CHF | 4'045'240 CHF | 99.08% | 99.08% |
23.12.2024 | 0.06% | 15.97 CHF | 15.98 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'994'400 CHF | 3'996'900 CHF | 100.00% | 100.00% |
20.12.2024 | 0.06% | 16.04 CHF | 16.05 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'928'800 CHF | 3'931'300 CHF | 100.00% | 100.00% |
19.12.2024 | 0.06% | 16.15 CHF | 16.16 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'078'580 CHF | 4'081'080 CHF | 99.42% | 99.42% |
18.12.2024 | 0.06% | 16.77 CHF | 16.78 CHF | 250'000 | 250'000 | 249'805 | 249'805 | 4'213'970 CHF | 4'216'470 CHF | 100.00% | 100.00% |
17.12.2024 | 0.06% | 16.84 CHF | 16.85 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'239'500 CHF | 4'242'000 CHF | 100.00% | 100.00% |
16.12.2024 | 0.06% | 16.95 CHF | 16.96 CHF | 250'000 | 250'000 | 249'744 | 249'744 | 4'237'490 CHF | 4'239'990 CHF | 99.37% | 99.37% |
13.12.2024 | 0.06% | 17.07 CHF | 17.08 CHF | 250'000 | 250'000 | 249'684 | 249'684 | 4'299'830 CHF | 4'302'330 CHF | 100.00% | 100.00% |
12.12.2024 | 0.06% | 17.03 CHF | 17.04 CHF | 250'000 | 250'000 | 249'689 | 249'689 | 4'253'740 CHF | 4'256'240 CHF | 99.49% | 99.49% |