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% | 22.39 CHF | 22.40 CHF | 250'000 | 250'000 | 249'628 | 249'628 | 5'645'980 CHF | 5'648'480 CHF | 100.00% | 100.00% |
27.12.2024 | 0.04% | 22.74 CHF | 22.75 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'810'080 CHF | 5'812'580 CHF | 100.00% | 100.00% |
23.12.2024 | 0.04% | 22.50 CHF | 22.51 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'633'510 CHF | 5'636'010 CHF | 100.00% | 100.00% |
20.12.2024 | 0.05% | 22.50 CHF | 22.51 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'397'600 CHF | 5'400'100 CHF | 100.00% | 100.00% |
19.12.2024 | 0.04% | 22.12 CHF | 22.13 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'557'110 CHF | 5'559'610 CHF | 99.78% | 99.78% |
18.12.2024 | 0.04% | 23.57 CHF | 23.58 CHF | 250'000 | 250'000 | 249'796 | 249'796 | 5'891'410 CHF | 5'893'910 CHF | 99.57% | 99.57% |
17.12.2024 | 0.04% | 23.57 CHF | 23.58 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'898'540 CHF | 5'901'040 CHF | 100.00% | 100.00% |
16.12.2024 | 0.04% | 23.71 CHF | 23.72 CHF | 250'000 | 250'000 | 249'742 | 249'742 | 5'893'090 CHF | 5'895'590 CHF | 100.00% | 100.00% |
13.12.2024 | 0.04% | 23.40 CHF | 23.41 CHF | 250'000 | 250'000 | 249'681 | 249'681 | 5'913'090 CHF | 5'915'590 CHF | 100.00% | 100.00% |
12.12.2024 | 0.04% | 23.63 CHF | 23.64 CHF | 250'000 | 250'000 | 249'685 | 249'685 | 5'884'160 CHF | 5'886'660 CHF | 99.99% | 99.99% |