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 | 0.03% | 29.58 CHF | 29.59 CHF | 125'000 | 125'000 | 124'814 | 124'814 | 3'717'760 CHF | 3'719'010 CHF | 100.00% | 100.00% |
27.12.2024 | 0.03% | 29.88 CHF | 29.89 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'797'640 CHF | 3'798'890 CHF | 100.00% | 100.00% |
23.12.2024 | 0.03% | 29.63 CHF | 29.64 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'704'790 CHF | 3'706'040 CHF | 100.00% | 100.00% |
20.12.2024 | 0.03% | 29.58 CHF | 29.59 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'584'030 CHF | 3'585'280 CHF | 100.00% | 100.00% |
19.12.2024 | 0.03% | 29.23 CHF | 29.24 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'665'700 CHF | 3'666'950 CHF | 99.78% | 99.78% |
18.12.2024 | 0.03% | 30.64 CHF | 30.65 CHF | 125'000 | 125'000 | 124'904 | 124'904 | 3'828'980 CHF | 3'830'230 CHF | 99.57% | 99.57% |
17.12.2024 | 0.03% | 30.65 CHF | 30.66 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'835'420 CHF | 3'836'670 CHF | 100.00% | 100.00% |
16.12.2024 | 0.03% | 30.77 CHF | 30.78 CHF | 125'000 | 125'000 | 124'876 | 124'876 | 3'827'920 CHF | 3'829'170 CHF | 100.00% | 100.00% |
13.12.2024 | 0.03% | 30.46 CHF | 30.47 CHF | 125'000 | 125'000 | 124'842 | 124'842 | 3'838'000 CHF | 3'839'250 CHF | 100.00% | 100.00% |
12.12.2024 | 0.03% | 30.65 CHF | 30.66 CHF | 125'000 | 125'000 | 124'847 | 124'847 | 3'817'700 CHF | 3'818'960 CHF | 99.98% | 99.98% |