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% | 13.67 CHF | 13.68 CHF | 500'000 | 500'000 | 499'839 | 499'839 | 6'895'520 CHF | 6'900'520 CHF | 99.75% | 99.75% |
27.12.2024 | 0.07% | 13.85 CHF | 13.86 CHF | 500'000 | 500'000 | 499'894 | 499'894 | 6'905'320 CHF | 6'910'320 CHF | 99.09% | 99.09% |
23.12.2024 | 0.07% | 13.62 CHF | 13.63 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'817'140 CHF | 6'822'140 CHF | 100.00% | 100.00% |
20.12.2024 | 0.07% | 13.70 CHF | 13.71 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'690'200 CHF | 6'695'200 CHF | 100.00% | 100.00% |
19.12.2024 | 0.07% | 13.81 CHF | 13.82 CHF | 500'000 | 500'000 | 471'388 | 471'388 | 6'583'220 CHF | 6'587'940 CHF | 99.42% | 99.42% |
18.12.2024 | 0.07% | 14.42 CHF | 14.43 CHF | 250'000 | 250'000 | 249'806 | 249'806 | 3'626'070 CHF | 3'628'570 CHF | 100.00% | 100.00% |
17.12.2024 | 0.07% | 14.48 CHF | 14.49 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'649'500 CHF | 3'652'000 CHF | 100.00% | 100.00% |
16.12.2024 | 0.07% | 14.60 CHF | 14.61 CHF | 250'000 | 250'000 | 249'738 | 249'738 | 3'650'320 CHF | 3'652'820 CHF | 99.38% | 99.38% |
13.12.2024 | 0.07% | 14.71 CHF | 14.72 CHF | 250'000 | 250'000 | 249'679 | 249'679 | 3'712'930 CHF | 3'715'430 CHF | 100.00% | 100.00% |
12.12.2024 | 0.07% | 14.70 CHF | 14.71 CHF | 250'000 | 250'000 | 249'695 | 249'695 | 3'670'540 CHF | 3'673'040 CHF | 100.00% | 100.00% |