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 | 0.05% | 21.17 CHF | 21.18 CHF | 250'000 | 250'000 | 249'626 | 249'626 | 5'341'820 CHF | 5'344'320 CHF | 100.00% | 100.00% |
27.12.2024 | 0.05% | 21.52 CHF | 21.53 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'506'710 CHF | 5'509'210 CHF | 100.00% | 100.00% |
23.12.2024 | 0.05% | 21.29 CHF | 21.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'331'660 CHF | 5'334'160 CHF | 100.00% | 100.00% |
20.12.2024 | 0.05% | 21.29 CHF | 21.30 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'096'700 CHF | 5'099'200 CHF | 100.00% | 100.00% |
19.12.2024 | 0.05% | 20.91 CHF | 20.92 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'255'520 CHF | 5'258'020 CHF | 99.78% | 99.78% |
18.12.2024 | 0.04% | 22.37 CHF | 22.38 CHF | 250'000 | 250'000 | 249'803 | 249'803 | 5'591'280 CHF | 5'593'780 CHF | 99.57% | 99.57% |
17.12.2024 | 0.04% | 22.37 CHF | 22.38 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'596'950 CHF | 5'599'450 CHF | 100.00% | 100.00% |
16.12.2024 | 0.04% | 22.51 CHF | 22.52 CHF | 250'000 | 250'000 | 249'743 | 249'743 | 5'593'460 CHF | 5'595'960 CHF | 100.00% | 100.00% |
13.12.2024 | 0.04% | 22.20 CHF | 22.21 CHF | 250'000 | 250'000 | 249'683 | 249'683 | 5'613'520 CHF | 5'616'020 CHF | 100.00% | 100.00% |
12.12.2024 | 0.04% | 22.44 CHF | 22.45 CHF | 250'000 | 250'000 | 249'690 | 249'690 | 5'586'600 CHF | 5'589'100 CHF | 99.98% | 99.98% |