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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19.12.2024 | 0.07% | 13.58 CHF | 13.59 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 6'868'880 CHF | 6'873'880 CHF | 99.42% | 99.42% |
18.12.2024 | 0.07% | 14.19 CHF | 14.20 CHF | 250'000 | 250'000 | 249'806 | 249'806 | 3'567'270 CHF | 3'569'770 CHF | 100.00% | 100.00% |
17.12.2024 | 0.07% | 14.24 CHF | 14.25 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'590'480 CHF | 3'592'980 CHF | 100.00% | 100.00% |
16.12.2024 | 0.07% | 14.36 CHF | 14.37 CHF | 250'000 | 250'000 | 249'736 | 249'736 | 3'591'570 CHF | 3'594'070 CHF | 99.36% | 99.36% |
13.12.2024 | 0.07% | 14.48 CHF | 14.49 CHF | 250'000 | 250'000 | 249'679 | 249'679 | 3'654'270 CHF | 3'656'770 CHF | 100.00% | 100.00% |
12.12.2024 | 0.07% | 14.46 CHF | 14.47 CHF | 250'000 | 250'000 | 249'694 | 249'694 | 3'612'130 CHF | 3'614'630 CHF | 99.53% | 99.53% |
11.12.2024 | 0.07% | 14.38 CHF | 14.39 CHF | 250'000 | 250'000 | 249'214 | 249'214 | 3'557'910 CHF | 3'560'410 CHF | 100.00% | 100.00% |
10.12.2024 | 0.07% | 14.26 CHF | 14.27 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'568'310 CHF | 3'570'810 CHF | 100.00% | 100.00% |
09.12.2024 | 0.07% | 14.27 CHF | 14.28 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'591'480 CHF | 3'593'980 CHF | 97.80% | 97.80% |
06.12.2024 | 0.07% | 14.35 CHF | 14.36 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 3'602'080 CHF | 3'604'580 CHF | 100.00% | 100.00% |