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 | 0.05% | 18.47 CHF | 18.48 CHF | 87,700 | 87,700 | 87,700 | 87,700 | 1,648,320 CHF | 1,649,200 CHF | 100.00% | 100.00% |
18/12/2024 | 0.05% | 20.21 CHF | 20.22 CHF | 85,400 | 85,400 | 85,400 | 85,400 | 1,743,760 CHF | 1,744,610 CHF | 99.68% | 99.68% |
17/12/2024 | 0.05% | 20.87 CHF | 20.88 CHF | 86,200 | 86,200 | 86,200 | 86,200 | 1,776,590 CHF | 1,777,460 CHF | 100.00% | 100.00% |
16/12/2024 | 0.05% | 20.58 CHF | 20.59 CHF | 86,400 | 86,400 | 86,400 | 86,400 | 1,763,100 CHF | 1,763,970 CHF | 100.00% | 100.00% |
13/12/2024 | 0.05% | 20.51 CHF | 20.52 CHF | 85,900 | 85,900 | 85,900 | 85,900 | 1,781,070 CHF | 1,781,930 CHF | 100.00% | 100.00% |
12/12/2024 | 0.05% | 20.75 CHF | 20.76 CHF | 86,600 | 86,600 | 86,600 | 86,600 | 1,795,790 CHF | 1,796,660 CHF | 99.60% | 99.60% |
11/12/2024 | 0.05% | 20.53 CHF | 20.54 CHF | 87,500 | 87,500 | 87,500 | 87,500 | 1,787,680 CHF | 1,788,560 CHF | 100.00% | 100.00% |
10/12/2024 | 0.05% | 20.40 CHF | 20.41 CHF | 84,800 | 84,800 | 84,800 | 84,800 | 1,752,170 CHF | 1,753,020 CHF | 100.00% | 100.00% |
09/12/2024 | 0.05% | 21.02 CHF | 21.03 CHF | 84,300 | 84,300 | 84,300 | 84,300 | 1,783,130 CHF | 1,783,970 CHF | 100.00% | 100.00% |
06/12/2024 | 0.05% | 21.24 CHF | 21.25 CHF | 84,100 | 84,100 | 84,100 | 84,100 | 1,787,720 CHF | 1,788,560 CHF | 100.00% | 100.00% |