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% | 23.30 CHF | 23.35 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 464,536 CHF | 465,528 CHF | 99.96% | 99.96% |
18/12/2024 | 0.20% | 24.55 CHF | 24.60 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 488,457 CHF | 489,448 CHF | 100.00% | 100.00% |
17/12/2024 | 0.20% | 24.70 CHF | 24.75 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 490,375 CHF | 491,349 CHF | 100.00% | 100.00% |
16/12/2024 | 0.21% | 24.60 CHF | 24.65 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 482,162 CHF | 483,154 CHF | 99.12% | 99.12% |
13/12/2024 | 0.21% | 24.00 CHF | 24.05 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 479,644 CHF | 480,619 CHF | 100.00% | 100.00% |
12/12/2024 | 0.21% | 23.95 CHF | 24.00 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 473,469 CHF | 474,450 CHF | 100.00% | 100.00% |
11/12/2024 | 0.22% | 23.85 CHF | 23.90 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 464,217 CHF | 465,208 CHF | 100.00% | 100.00% |
10/12/2024 | 0.22% | 23.35 CHF | 23.40 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 462,250 CHF | 463,229 CHF | 100.00% | 100.00% |
09/12/2024 | 0.21% | 23.15 CHF | 23.20 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 465,456 CHF | 466,448 CHF | 100.00% | 100.00% |
06/12/2024 | 0.22% | 23.40 CHF | 23.45 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 460,669 CHF | 461,661 CHF | 100.00% | 100.00% |