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% | 22.75 CHF | 22.80 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 453,881 CHF | 454,872 CHF | 99.97% | 99.97% |
18/12/2024 | 0.21% | 24.05 CHF | 24.10 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 477,939 CHF | 478,931 CHF | 100.00% | 100.00% |
17/12/2024 | 0.21% | 24.15 CHF | 24.20 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 479,772 CHF | 480,749 CHF | 100.00% | 100.00% |
16/12/2024 | 0.21% | 24.05 CHF | 24.10 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 471,654 CHF | 472,646 CHF | 99.12% | 99.12% |
13/12/2024 | 0.21% | 23.45 CHF | 23.50 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 469,146 CHF | 470,122 CHF | 100.00% | 100.00% |
12/12/2024 | 0.22% | 23.40 CHF | 23.45 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 462,950 CHF | 463,942 CHF | 100.00% | 100.00% |
11/12/2024 | 0.22% | 23.30 CHF | 23.35 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 453,777 CHF | 454,769 CHF | 100.00% | 100.00% |
10/12/2024 | 0.22% | 22.85 CHF | 22.90 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 451,895 CHF | 452,875 CHF | 100.00% | 100.00% |
09/12/2024 | 0.22% | 22.65 CHF | 22.70 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 455,060 CHF | 456,052 CHF | 100.00% | 100.00% |
06/12/2024 | 0.22% | 22.90 CHF | 22.95 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 450,357 CHF | 451,349 CHF | 100.00% | 100.00% |