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 | 0.07% | 14.15 CHF | 14.16 CHF | 250'000 | 250'000 | 255'182 | 255'182 | 3'640'020 CHF | 3'642'570 CHF | 99.75% | 99.75% |
27.12.2024 | 0.07% | 14.32 CHF | 14.33 CHF | 250'000 | 250'000 | 249'947 | 249'947 | 3'570'610 CHF | 3'573'110 CHF | 99.08% | 99.08% |
23.12.2024 | 0.07% | 14.09 CHF | 14.10 CHF | 250'000 | 250'000 | 268'259 | 268'259 | 3'781'690 CHF | 3'784'370 CHF | 100.00% | 100.00% |
20.12.2024 | 0.07% | 14.17 CHF | 14.18 CHF | 250'000 | 250'000 | 474'702 | 474'702 | 6'566'860 CHF | 6'571'610 CHF | 100.00% | 100.00% |
19.12.2024 | 0.07% | 14.28 CHF | 14.29 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'610'090 CHF | 3'612'590 CHF | 99.42% | 99.42% |
18.12.2024 | 0.07% | 14.89 CHF | 14.90 CHF | 250'000 | 250'000 | 249'806 | 249'806 | 3'743'610 CHF | 3'746'110 CHF | 100.00% | 100.00% |
17.12.2024 | 0.07% | 14.95 CHF | 14.96 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'767'420 CHF | 3'769'920 CHF | 100.00% | 100.00% |
16.12.2024 | 0.07% | 15.07 CHF | 15.08 CHF | 250'000 | 250'000 | 249'743 | 249'743 | 3'767'770 CHF | 3'770'270 CHF | 99.37% | 99.37% |
13.12.2024 | 0.07% | 15.18 CHF | 15.19 CHF | 250'000 | 250'000 | 249'691 | 249'691 | 3'830'440 CHF | 3'832'940 CHF | 100.00% | 100.00% |
12.12.2024 | 0.07% | 15.16 CHF | 15.17 CHF | 250'000 | 250'000 | 249'691 | 249'691 | 3'787'050 CHF | 3'789'550 CHF | 99.53% | 99.53% |