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 | 0.22% | 22.70 CHF | 22.75 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 452,681 CHF | 453,673 CHF | 99.95% | 99.95% |
18/12/2024 | 0.21% | 23.95 CHF | 24.00 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 476,658 CHF | 477,650 CHF | 100.00% | 100.00% |
17/12/2024 | 0.21% | 24.10 CHF | 24.15 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 478,545 CHF | 479,520 CHF | 100.00% | 100.00% |
16/12/2024 | 0.21% | 24.00 CHF | 24.05 CHF | 20,000 | 20,000 | 19,809 | 19,809 | 470,370 CHF | 471,361 CHF | 98.17% | 98.17% |
13/12/2024 | 0.21% | 23.40 CHF | 23.45 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 467,860 CHF | 468,835 CHF | 100.00% | 100.00% |
12/12/2024 | 0.22% | 23.35 CHF | 23.40 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 461,741 CHF | 462,723 CHF | 100.00% | 100.00% |
11/12/2024 | 0.22% | 23.25 CHF | 23.30 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 452,529 CHF | 453,521 CHF | 100.00% | 100.00% |
10/12/2024 | 0.22% | 22.80 CHF | 22.85 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 450,693 CHF | 451,672 CHF | 100.00% | 100.00% |
09/12/2024 | 0.22% | 22.60 CHF | 22.65 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 453,800 CHF | 454,792 CHF | 100.00% | 100.00% |
06/12/2024 | 0.22% | 22.85 CHF | 22.90 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 449,137 CHF | 450,129 CHF | 100.00% | 100.00% |