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% | 15.68 CHF | 15.69 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'961'340 CHF | 3'963'840 CHF | 99.42% | 99.42% |
18.12.2024 | 0.06% | 16.30 CHF | 16.31 CHF | 250'000 | 250'000 | 249'810 | 249'810 | 4'096'380 CHF | 4'098'880 CHF | 100.00% | 100.00% |
17.12.2024 | 0.06% | 16.36 CHF | 16.37 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'121'430 CHF | 4'123'930 CHF | 100.00% | 100.00% |
16.12.2024 | 0.06% | 16.48 CHF | 16.49 CHF | 250'000 | 250'000 | 249'740 | 249'740 | 4'119'910 CHF | 4'122'410 CHF | 99.36% | 99.36% |
13.12.2024 | 0.06% | 16.60 CHF | 16.61 CHF | 250'000 | 250'000 | 249'683 | 249'683 | 4'182'350 CHF | 4'184'850 CHF | 100.00% | 100.00% |
12.12.2024 | 0.06% | 16.56 CHF | 16.57 CHF | 250'000 | 250'000 | 249'696 | 249'696 | 4'137'070 CHF | 4'139'570 CHF | 99.53% | 99.53% |
11.12.2024 | 0.06% | 16.48 CHF | 16.49 CHF | 250'000 | 250'000 | 249'223 | 249'223 | 4'079'730 CHF | 4'082'230 CHF | 100.00% | 100.00% |
10.12.2024 | 0.06% | 16.35 CHF | 16.36 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'090'750 CHF | 4'093'250 CHF | 100.00% | 100.00% |
09.12.2024 | 0.06% | 16.36 CHF | 16.37 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'115'240 CHF | 4'117'740 CHF | 97.80% | 97.80% |
06.12.2024 | 0.06% | 16.44 CHF | 16.45 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'125'140 CHF | 4'127'640 CHF | 100.00% | 100.00% |