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 | 0.04% | 23.57 CHF | 23.58 CHF | 250'000 | 250'000 | 249'626 | 249'626 | 5'941'480 CHF | 5'943'980 CHF | 100.00% | 100.00% |
27.12.2024 | 0.04% | 23.92 CHF | 23.93 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'104'940 CHF | 6'107'440 CHF | 100.00% | 100.00% |
23.12.2024 | 0.04% | 23.68 CHF | 23.69 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'926'860 CHF | 5'929'360 CHF | 100.00% | 100.00% |
20.12.2024 | 0.04% | 23.67 CHF | 23.68 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'690'030 CHF | 5'692'530 CHF | 100.00% | 100.00% |
19.12.2024 | 0.04% | 23.29 CHF | 23.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'850'180 CHF | 5'852'680 CHF | 99.78% | 99.78% |
18.12.2024 | 0.04% | 24.74 CHF | 24.75 CHF | 250'000 | 250'000 | 249'799 | 249'799 | 6'183'220 CHF | 6'185'720 CHF | 99.57% | 99.57% |
17.12.2024 | 0.04% | 24.74 CHF | 24.75 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 6'191'260 CHF | 6'193'760 CHF | 100.00% | 100.00% |
16.12.2024 | 0.04% | 24.88 CHF | 24.89 CHF | 250'000 | 250'000 | 249'746 | 249'746 | 6'184'310 CHF | 6'186'810 CHF | 100.00% | 100.00% |
13.12.2024 | 0.04% | 24.57 CHF | 24.58 CHF | 250'000 | 250'000 | 249'687 | 249'687 | 6'204'490 CHF | 6'206'990 CHF | 100.00% | 100.00% |
12.12.2024 | 0.04% | 24.79 CHF | 24.80 CHF | 250'000 | 250'000 | 249'686 | 249'686 | 6'173'450 CHF | 6'175'950 CHF | 99.98% | 99.98% |