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 | 0.04% | 28.38 CHF | 28.39 CHF | 125'000 | 125'000 | 124'814 | 124'814 | 3'568'410 CHF | 3'569'660 CHF | 100.00% | 100.00% |
27.12.2024 | 0.03% | 28.69 CHF | 28.70 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'648'650 CHF | 3'649'900 CHF | 100.00% | 100.00% |
23.12.2024 | 0.04% | 28.44 CHF | 28.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'556'570 CHF | 3'557'820 CHF | 100.00% | 100.00% |
20.12.2024 | 0.04% | 28.40 CHF | 28.41 CHF | 125'000 | 125'000 | 238'318 | 238'318 | 6'543'190 CHF | 6'545'570 CHF | 100.00% | 100.00% |
19.12.2024 | 0.04% | 28.04 CHF | 28.05 CHF | 250'000 | 250'000 | 143'611 | 143'611 | 4'039'240 CHF | 4'040'670 CHF | 99.78% | 99.78% |
18.12.2024 | 0.03% | 29.46 CHF | 29.47 CHF | 125'000 | 125'000 | 124'905 | 124'905 | 3'681'630 CHF | 3'682'880 CHF | 99.57% | 99.57% |
17.12.2024 | 0.03% | 29.47 CHF | 29.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'687'510 CHF | 3'688'760 CHF | 100.00% | 100.00% |
16.12.2024 | 0.03% | 29.59 CHF | 29.60 CHF | 125'000 | 125'000 | 124'871 | 124'871 | 3'680'690 CHF | 3'681'940 CHF | 100.00% | 100.00% |
13.12.2024 | 0.03% | 29.28 CHF | 29.29 CHF | 125'000 | 125'000 | 124'840 | 124'840 | 3'690'870 CHF | 3'692'120 CHF | 100.00% | 100.00% |
12.12.2024 | 0.03% | 29.48 CHF | 29.49 CHF | 125'000 | 125'000 | 124'850 | 124'850 | 3'671'690 CHF | 3'672'940 CHF | 99.98% | 99.98% |