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% | 23.25 CHF | 23.26 CHF | 225,000 | 225,000 | 224,710 | 224,710 | 5,254,370 CHF | 5,256,620 CHF | 100.00% | 100.00% |
27/12/2024 | 0.04% | 23.46 CHF | 23.47 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 5,331,010 CHF | 5,333,260 CHF | 100.00% | 100.00% |
23/12/2024 | 0.04% | 23.17 CHF | 23.18 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 5,235,130 CHF | 5,237,380 CHF | 100.00% | 100.00% |
20/12/2024 | 0.04% | 23.29 CHF | 23.30 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 5,112,870 CHF | 5,115,120 CHF | 100.00% | 100.00% |
19/12/2024 | 0.04% | 23.00 CHF | 23.01 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 5,185,300 CHF | 5,187,550 CHF | 100.00% | 100.00% |
18/12/2024 | 0.04% | 23.91 CHF | 23.92 CHF | 225,000 | 225,000 | 224,833 | 224,833 | 5,372,430 CHF | 5,374,680 CHF | 99.64% | 99.64% |
17/12/2024 | 0.04% | 23.87 CHF | 23.88 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 5,389,000 CHF | 5,391,260 CHF | 100.00% | 100.00% |
16/12/2024 | 0.04% | 24.14 CHF | 24.15 CHF | 225,000 | 225,000 | 224,777 | 224,777 | 5,429,150 CHF | 5,431,400 CHF | 98.92% | 98.92% |
13/12/2024 | 0.04% | 24.20 CHF | 24.21 CHF | 225,000 | 225,000 | 224,601 | 224,601 | 5,452,620 CHF | 5,454,870 CHF | 98.57% | 98.57% |
12/12/2024 | 0.04% | 24.29 CHF | 24.30 CHF | 225,000 | 225,000 | 224,735 | 224,735 | 5,443,140 CHF | 5,445,390 CHF | 99.86% | 99.86% |