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% | 19.99 CHF | 20.00 CHF | 250'000 | 250'000 | 249'616 | 249'616 | 5'049'570 CHF | 5'052'070 CHF | 100.00% | 100.00% |
27.12.2024 | 0.05% | 20.36 CHF | 20.37 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'215'300 CHF | 5'217'800 CHF | 100.00% | 100.00% |
23.12.2024 | 0.05% | 20.13 CHF | 20.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'041'850 CHF | 5'044'350 CHF | 100.00% | 100.00% |
20.12.2024 | 0.05% | 20.14 CHF | 20.15 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'807'790 CHF | 4'810'290 CHF | 100.00% | 100.00% |
19.12.2024 | 0.05% | 19.75 CHF | 19.76 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 4'965'970 CHF | 4'968'470 CHF | 99.78% | 99.78% |
18.12.2024 | 0.05% | 21.22 CHF | 21.23 CHF | 250'000 | 250'000 | 249'796 | 249'796 | 5'302'990 CHF | 5'305'490 CHF | 99.57% | 99.57% |
17.12.2024 | 0.05% | 21.22 CHF | 21.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 5'308'130 CHF | 5'310'630 CHF | 100.00% | 100.00% |
16.12.2024 | 0.05% | 21.36 CHF | 21.37 CHF | 250'000 | 250'000 | 249'739 | 249'739 | 5'305'900 CHF | 5'308'400 CHF | 100.00% | 100.00% |
13.12.2024 | 0.05% | 21.05 CHF | 21.06 CHF | 250'000 | 250'000 | 249'676 | 249'676 | 5'325'760 CHF | 5'328'260 CHF | 100.00% | 100.00% |
12.12.2024 | 0.05% | 21.29 CHF | 21.30 CHF | 250'000 | 250'000 | 249'681 | 249'681 | 5'300'840 CHF | 5'303'340 CHF | 99.98% | 99.98% |