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 | 0.03% | 35.67 CHF | 35.68 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 4,470,870 CHF | 4,472,120 CHF | 99.78% | 99.78% |
18/12/2024 | 0.03% | 37.05 CHF | 37.06 CHF | 125,000 | 125,000 | 124,908 | 124,908 | 4,630,080 CHF | 4,631,330 CHF | 99.57% | 99.57% |
17/12/2024 | 0.03% | 37.06 CHF | 37.07 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 4,638,740 CHF | 4,639,990 CHF | 100.00% | 100.00% |
16/12/2024 | 0.03% | 37.18 CHF | 37.19 CHF | 125,000 | 125,000 | 124,878 | 124,878 | 4,627,590 CHF | 4,628,840 CHF | 100.00% | 100.00% |
13/12/2024 | 0.03% | 36.86 CHF | 36.87 CHF | 125,000 | 125,000 | 124,848 | 124,848 | 4,637,250 CHF | 4,638,500 CHF | 100.00% | 100.00% |
12/12/2024 | 0.03% | 37.01 CHF | 37.02 CHF | 125,000 | 125,000 | 124,853 | 124,853 | 4,611,790 CHF | 4,613,040 CHF | 99.98% | 99.98% |
11/12/2024 | 0.03% | 36.84 CHF | 36.85 CHF | 125,000 | 125,000 | 124,619 | 124,619 | 4,559,760 CHF | 4,561,010 CHF | 100.00% | 100.00% |
10/12/2024 | 0.03% | 36.57 CHF | 36.58 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 4,562,050 CHF | 4,563,300 CHF | 100.00% | 100.00% |
09/12/2024 | 0.03% | 36.36 CHF | 36.37 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 4,585,560 CHF | 4,586,810 CHF | 100.00% | 100.00% |
06/12/2024 | 0.03% | 36.67 CHF | 36.68 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 4,573,140 CHF | 4,574,390 CHF | 99.96% | 99.96% |