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 | 0.05% | 22.16 CHF | 22.17 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'525'380 CHF | 5'527'880 CHF | 100.00% | 100.00% |
20.12.2024 | 0.05% | 22.08 CHF | 22.09 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'316'690 CHF | 5'319'190 CHF | 100.00% | 100.00% |
19.12.2024 | 0.05% | 21.85 CHF | 21.86 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'500'430 CHF | 5'502'930 CHF | 99.75% | 99.75% |
18.12.2024 | 0.04% | 23.15 CHF | 23.16 CHF | 250'000 | 250'000 | 249'806 | 249'806 | 5'800'750 CHF | 5'803'250 CHF | 100.00% | 100.00% |
17.12.2024 | 0.04% | 23.26 CHF | 23.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'827'990 CHF | 5'830'490 CHF | 99.62% | 99.62% |
16.12.2024 | 0.04% | 23.19 CHF | 23.20 CHF | 250'000 | 250'000 | 249'748 | 249'748 | 5'723'060 CHF | 5'725'560 CHF | 100.00% | 100.00% |
13.12.2024 | 0.04% | 22.57 CHF | 22.58 CHF | 250'000 | 250'000 | 249'688 | 249'688 | 5'688'420 CHF | 5'690'920 CHF | 100.00% | 100.00% |
12.12.2024 | 0.04% | 22.52 CHF | 22.53 CHF | 250'000 | 250'000 | 249'698 | 249'698 | 5'614'440 CHF | 5'616'940 CHF | 99.98% | 99.98% |
11.12.2024 | 0.05% | 22.42 CHF | 22.43 CHF | 250'000 | 250'000 | 249'225 | 249'225 | 5'485'400 CHF | 5'487'900 CHF | 100.00% | 100.00% |
10.12.2024 | 0.05% | 21.96 CHF | 21.97 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'481'190 CHF | 5'483'690 CHF | 100.00% | 100.00% |