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 | 0.07% | 15.21 CHF | 15.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'844'190 CHF | 3'846'690 CHF | 99.42% | 99.42% |
18.12.2024 | 0.06% | 15.83 CHF | 15.84 CHF | 250'000 | 250'000 | 249'804 | 249'804 | 3'978'650 CHF | 3'981'150 CHF | 100.00% | 100.00% |
17.12.2024 | 0.06% | 15.89 CHF | 15.90 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'003'380 CHF | 4'005'880 CHF | 100.00% | 100.00% |
16.12.2024 | 0.06% | 16.01 CHF | 16.02 CHF | 250'000 | 250'000 | 249'742 | 249'742 | 4'002'500 CHF | 4'005'000 CHF | 99.36% | 99.36% |
13.12.2024 | 0.06% | 16.12 CHF | 16.13 CHF | 250'000 | 250'000 | 249'683 | 249'683 | 4'064'950 CHF | 4'067'450 CHF | 100.00% | 100.00% |
12.12.2024 | 0.06% | 16.10 CHF | 16.11 CHF | 250'000 | 250'000 | 249'684 | 249'684 | 4'020'180 CHF | 4'022'680 CHF | 99.53% | 99.53% |
11.12.2024 | 0.06% | 16.01 CHF | 16.02 CHF | 250'000 | 250'000 | 249'208 | 249'208 | 3'963'510 CHF | 3'966'010 CHF | 100.00% | 100.00% |
10.12.2024 | 0.06% | 15.89 CHF | 15.90 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'974'590 CHF | 3'977'090 CHF | 100.00% | 100.00% |
09.12.2024 | 0.06% | 15.89 CHF | 15.90 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'998'820 CHF | 4'001'320 CHF | 97.79% | 97.79% |
06.12.2024 | 0.06% | 15.97 CHF | 15.98 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'008'810 CHF | 4'011'310 CHF | 100.00% | 100.00% |