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 | 0.03% | 32.80 CHF | 32.81 CHF | 125,000 | 125,000 | 124,815 | 124,815 | 4,117,610 CHF | 4,118,860 CHF | 100.00% | 100.00% |
27/12/2024 | 0.03% | 33.07 CHF | 33.08 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 4,195,830 CHF | 4,197,080 CHF | 100.00% | 100.00% |
23/12/2024 | 0.03% | 32.81 CHF | 32.82 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 4,101,790 CHF | 4,103,040 CHF | 100.00% | 100.00% |
20/12/2024 | 0.03% | 32.74 CHF | 32.75 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,979,490 CHF | 3,980,740 CHF | 100.00% | 100.00% |
19/12/2024 | 0.03% | 32.40 CHF | 32.41 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 4,061,690 CHF | 4,062,940 CHF | 99.78% | 99.78% |
18/12/2024 | 0.03% | 33.80 CHF | 33.81 CHF | 125,000 | 125,000 | 124,904 | 124,904 | 4,223,660 CHF | 4,224,910 CHF | 99.57% | 99.57% |
17/12/2024 | 0.03% | 33.81 CHF | 33.82 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 4,230,930 CHF | 4,232,180 CHF | 100.00% | 100.00% |
16/12/2024 | 0.03% | 33.93 CHF | 33.94 CHF | 125,000 | 125,000 | 124,878 | 124,878 | 4,221,980 CHF | 4,223,230 CHF | 100.00% | 100.00% |
13/12/2024 | 0.03% | 33.62 CHF | 33.63 CHF | 125,000 | 125,000 | 124,844 | 124,844 | 4,232,190 CHF | 4,233,440 CHF | 100.00% | 100.00% |
12/12/2024 | 0.03% | 33.79 CHF | 33.80 CHF | 125,000 | 125,000 | 124,852 | 124,852 | 4,209,470 CHF | 4,210,720 CHF | 99.98% | 99.98% |