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% | 26.47 CHF | 26.48 CHF | 250,000 | 250,000 | 249,913 | 249,913 | 6,663,100 CHF | 6,665,600 CHF | 99.75% | 99.75% |
27/12/2024 | 0.04% | 26.64 CHF | 26.65 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,782,360 CHF | 6,784,860 CHF | 100.00% | 100.00% |
23/12/2024 | 0.04% | 26.64 CHF | 26.65 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,640,810 CHF | 6,643,310 CHF | 100.00% | 100.00% |
20/12/2024 | 0.04% | 26.53 CHF | 26.54 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,428,620 CHF | 6,431,120 CHF | 100.00% | 100.00% |
19/12/2024 | 0.04% | 26.31 CHF | 26.32 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,614,770 CHF | 6,617,270 CHF | 99.75% | 99.75% |
18/12/2024 | 0.04% | 27.58 CHF | 27.59 CHF | 250,000 | 250,000 | 249,807 | 249,807 | 6,910,050 CHF | 6,912,550 CHF | 100.00% | 100.00% |
17/12/2024 | 0.04% | 27.71 CHF | 27.72 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,941,060 CHF | 6,943,560 CHF | 99.63% | 99.63% |
16/12/2024 | 0.04% | 27.62 CHF | 27.63 CHF | 250,000 | 250,000 | 249,755 | 249,755 | 6,830,090 CHF | 6,832,590 CHF | 100.00% | 100.00% |
13/12/2024 | 0.04% | 27.01 CHF | 27.02 CHF | 250,000 | 250,000 | 249,691 | 249,691 | 6,795,670 CHF | 6,798,170 CHF | 100.00% | 100.00% |
12/12/2024 | 0.04% | 26.93 CHF | 26.94 CHF | 250,000 | 250,000 | 249,701 | 249,701 | 6,714,290 CHF | 6,716,790 CHF | 99.98% | 99.98% |