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% | 14.62 CHF | 14.63 CHF | 250'000 | 250'000 | 249'921 | 249'921 | 3'684'570 CHF | 3'687'070 CHF | 99.75% | 99.75% |
27.12.2024 | 0.07% | 14.79 CHF | 14.80 CHF | 250'000 | 250'000 | 249'947 | 249'947 | 3'688'600 CHF | 3'691'100 CHF | 99.09% | 99.09% |
23.12.2024 | 0.07% | 14.56 CHF | 14.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'642'780 CHF | 3'645'280 CHF | 100.00% | 100.00% |
20.12.2024 | 0.07% | 14.64 CHF | 14.65 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'578'500 CHF | 3'581'000 CHF | 100.00% | 100.00% |
19.12.2024 | 0.07% | 14.75 CHF | 14.76 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'727'140 CHF | 3'729'640 CHF | 99.42% | 99.42% |
18.12.2024 | 0.06% | 15.36 CHF | 15.37 CHF | 250'000 | 250'000 | 249'808 | 249'808 | 3'861'180 CHF | 3'863'680 CHF | 100.00% | 100.00% |
17.12.2024 | 0.06% | 15.42 CHF | 15.43 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'885'400 CHF | 3'887'900 CHF | 100.00% | 100.00% |
16.12.2024 | 0.06% | 15.54 CHF | 15.55 CHF | 250'000 | 250'000 | 249'740 | 249'740 | 3'885'100 CHF | 3'887'600 CHF | 99.36% | 99.36% |
13.12.2024 | 0.06% | 15.65 CHF | 15.66 CHF | 250'000 | 250'000 | 249'685 | 249'685 | 3'947'670 CHF | 3'950'170 CHF | 100.00% | 100.00% |
12.12.2024 | 0.06% | 15.63 CHF | 15.64 CHF | 250'000 | 250'000 | 249'686 | 249'686 | 3'903'600 CHF | 3'906'100 CHF | 99.53% | 99.53% |