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% | 27.16 CHF | 27.17 CHF | 250'000 | 250'000 | 249'628 | 249'628 | 6'832'540 CHF | 6'835'040 CHF | 100.00% | 100.00% |
27.12.2024 | 0.04% | 27.48 CHF | 27.49 CHF | 250'000 | 250'000 | 159'880 | 159'880 | 4'463'950 CHF | 4'465'550 CHF | 100.00% | 100.00% |
23.12.2024 | 0.04% | 27.23 CHF | 27.24 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'811'140 CHF | 6'813'640 CHF | 100.00% | 100.00% |
20.12.2024 | 0.04% | 27.19 CHF | 27.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'571'530 CHF | 6'574'030 CHF | 100.00% | 100.00% |
19.12.2024 | 0.04% | 26.83 CHF | 26.84 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'733'580 CHF | 6'736'080 CHF | 99.77% | 99.77% |
18.12.2024 | 0.04% | 28.26 CHF | 28.27 CHF | 125'000 | 125'000 | 124'905 | 124'905 | 3'531'410 CHF | 3'532'660 CHF | 99.57% | 99.57% |
17.12.2024 | 0.04% | 28.26 CHF | 28.27 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 3'536'830 CHF | 3'538'080 CHF | 100.00% | 100.00% |
16.12.2024 | 0.04% | 28.39 CHF | 28.40 CHF | 125'000 | 125'000 | 124'870 | 124'870 | 3'530'810 CHF | 3'532'060 CHF | 100.00% | 100.00% |
13.12.2024 | 0.04% | 28.08 CHF | 28.09 CHF | 125'000 | 125'000 | 124'839 | 124'839 | 3'540'920 CHF | 3'542'170 CHF | 100.00% | 100.00% |
12.12.2024 | 0.04% | 28.28 CHF | 28.29 CHF | 125'000 | 125'000 | 124'850 | 124'850 | 3'522'760 CHF | 3'524'010 CHF | 99.98% | 99.98% |