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 | 0.06% | 16.52 CHF | 16.53 CHF | 160'000 | 160'000 | 159'640 | 159'640 | 2'664'500 CHF | 2'666'090 CHF | 99.72% | 99.72% |
18.12.2024 | 0.06% | 17.86 CHF | 17.87 CHF | 150'000 | 150'000 | 149'667 | 149'667 | 2'683'950 CHF | 2'685'450 CHF | 100.00% | 100.00% |
17.12.2024 | 0.06% | 17.98 CHF | 17.99 CHF | 160'000 | 160'000 | 159'638 | 159'638 | 2'873'340 CHF | 2'874'930 CHF | 99.62% | 99.62% |
16.12.2024 | 0.06% | 17.89 CHF | 17.90 CHF | 160'000 | 160'000 | 159'647 | 159'647 | 2'813'080 CHF | 2'814'680 CHF | 100.00% | 100.00% |
13.12.2024 | 0.06% | 17.28 CHF | 17.29 CHF | 160'000 | 160'000 | 159'647 | 159'647 | 2'790'950 CHF | 2'792'550 CHF | 100.00% | 100.00% |
12.12.2024 | 0.06% | 17.26 CHF | 17.27 CHF | 150'000 | 150'000 | 149'671 | 149'671 | 2'579'100 CHF | 2'580'600 CHF | 100.00% | 100.00% |
11.12.2024 | 0.06% | 17.19 CHF | 17.20 CHF | 160'000 | 160'000 | 159'646 | 159'646 | 2'678'110 CHF | 2'679'710 CHF | 100.00% | 100.00% |
10.12.2024 | 0.06% | 16.73 CHF | 16.74 CHF | 160'000 | 160'000 | 159'648 | 159'648 | 2'666'520 CHF | 2'668'120 CHF | 100.00% | 100.00% |
09.12.2024 | 0.06% | 16.58 CHF | 16.59 CHF | 160'000 | 160'000 | 159'642 | 159'642 | 2'692'540 CHF | 2'694'140 CHF | 100.00% | 100.00% |
06.12.2024 | 0.06% | 16.80 CHF | 16.81 CHF | 150'000 | 150'000 | 149'624 | 149'624 | 2'489'990 CHF | 2'491'480 CHF | 99.85% | 99.85% |