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% | 14.88 CHF | 14.89 CHF | 250'000 | 250'000 | 249'920 | 249'920 | 3'750'140 CHF | 3'752'640 CHF | 99.74% | 99.74% |
27.12.2024 | 0.07% | 15.06 CHF | 15.07 CHF | 250'000 | 250'000 | 249'964 | 249'964 | 3'754'220 CHF | 3'756'720 CHF | 99.09% | 99.09% |
23.12.2024 | 0.07% | 14.82 CHF | 14.83 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'707'680 CHF | 3'710'180 CHF | 100.00% | 100.00% |
20.12.2024 | 0.07% | 14.90 CHF | 14.91 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'643'160 CHF | 3'645'660 CHF | 100.00% | 100.00% |
19.12.2024 | 0.07% | 15.01 CHF | 15.02 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'791'990 CHF | 3'794'490 CHF | 99.42% | 99.42% |
18.12.2024 | 0.06% | 15.62 CHF | 15.63 CHF | 250'000 | 250'000 | 249'806 | 249'806 | 3'926'260 CHF | 3'928'760 CHF | 100.00% | 100.00% |
17.12.2024 | 0.06% | 15.68 CHF | 15.69 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'950'770 CHF | 3'953'270 CHF | 100.00% | 100.00% |
16.12.2024 | 0.06% | 15.80 CHF | 15.81 CHF | 250'000 | 250'000 | 249'738 | 249'738 | 3'950'110 CHF | 3'952'610 CHF | 99.36% | 99.36% |
13.12.2024 | 0.06% | 15.91 CHF | 15.92 CHF | 250'000 | 250'000 | 249'679 | 249'679 | 4'012'580 CHF | 4'015'080 CHF | 100.00% | 100.00% |
12.12.2024 | 0.06% | 15.89 CHF | 15.90 CHF | 250'000 | 250'000 | 249'694 | 249'694 | 3'968'360 CHF | 3'970'860 CHF | 99.53% | 99.53% |