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 | 0.04% | 24.59 CHF | 24.60 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,186,080 CHF | 6,188,580 CHF | 99.76% | 99.76% |
18/12/2024 | 0.04% | 25.88 CHF | 25.89 CHF | 250,000 | 250,000 | 249,812 | 249,812 | 6,483,410 CHF | 6,485,910 CHF | 100.00% | 100.00% |
17/12/2024 | 0.04% | 26.00 CHF | 26.01 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,512,840 CHF | 6,515,340 CHF | 99.63% | 99.63% |
16/12/2024 | 0.04% | 25.92 CHF | 25.93 CHF | 250,000 | 250,000 | 249,755 | 249,755 | 6,404,300 CHF | 6,406,800 CHF | 100.00% | 100.00% |
13/12/2024 | 0.04% | 25.30 CHF | 25.31 CHF | 250,000 | 250,000 | 249,701 | 249,701 | 6,369,970 CHF | 6,372,470 CHF | 100.00% | 100.00% |
12/12/2024 | 0.04% | 25.24 CHF | 25.25 CHF | 250,000 | 250,000 | 249,702 | 249,702 | 6,291,210 CHF | 6,293,710 CHF | 99.98% | 99.98% |
11/12/2024 | 0.04% | 25.12 CHF | 25.13 CHF | 250,000 | 250,000 | 249,241 | 249,241 | 6,157,980 CHF | 6,160,480 CHF | 100.00% | 100.00% |
10/12/2024 | 0.04% | 24.65 CHF | 24.66 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,152,770 CHF | 6,155,270 CHF | 100.00% | 100.00% |
09/12/2024 | 0.04% | 24.44 CHF | 24.45 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,191,240 CHF | 6,193,740 CHF | 100.00% | 100.00% |
06/12/2024 | 0.04% | 24.69 CHF | 24.70 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,130,530 CHF | 6,133,030 CHF | 99.99% | 99.99% |