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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.12.2024 | 0.04% | 22.63 CHF | 22.64 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'642'340 CHF | 5'644'840 CHF | 100.00% | 100.00% |
20.12.2024 | 0.05% | 22.54 CHF | 22.55 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'433'280 CHF | 5'435'780 CHF | 100.00% | 100.00% |
19.12.2024 | 0.04% | 22.32 CHF | 22.33 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'617'260 CHF | 5'619'760 CHF | 99.75% | 99.75% |
18.12.2024 | 0.04% | 23.61 CHF | 23.62 CHF | 250'000 | 250'000 | 249'806 | 249'806 | 5'917'060 CHF | 5'919'560 CHF | 100.00% | 100.00% |
17.12.2024 | 0.04% | 23.73 CHF | 23.74 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'944'680 CHF | 5'947'180 CHF | 99.62% | 99.62% |
16.12.2024 | 0.04% | 23.65 CHF | 23.66 CHF | 250'000 | 250'000 | 249'749 | 249'749 | 5'839'120 CHF | 5'841'620 CHF | 100.00% | 100.00% |
13.12.2024 | 0.04% | 23.04 CHF | 23.05 CHF | 250'000 | 250'000 | 249'694 | 249'694 | 5'804'680 CHF | 5'807'180 CHF | 100.00% | 100.00% |
12.12.2024 | 0.04% | 22.99 CHF | 23.00 CHF | 250'000 | 250'000 | 249'694 | 249'694 | 5'729'610 CHF | 5'732'110 CHF | 99.98% | 99.98% |
11.12.2024 | 0.04% | 22.88 CHF | 22.89 CHF | 250'000 | 250'000 | 249'218 | 249'218 | 5'599'780 CHF | 5'602'280 CHF | 100.00% | 100.00% |
10.12.2024 | 0.04% | 22.42 CHF | 22.43 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'595'630 CHF | 5'598'130 CHF | 100.00% | 100.00% |