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 | 0.23% | 21.65 CHF | 21.70 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 108,188 CHF | 108,436 CHF | 99.97% | 99.97% |
18/12/2024 | 0.22% | 22.95 CHF | 23.00 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 114,195 CHF | 114,435 CHF | 100.00% | 100.00% |
17/12/2024 | 0.22% | 23.10 CHF | 23.15 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 114,654 CHF | 114,888 CHF | 100.00% | 100.00% |
16/12/2024 | 0.22% | 23.00 CHF | 23.05 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 112,639 CHF | 112,887 CHF | 99.13% | 99.13% |
13/12/2024 | 0.22% | 22.40 CHF | 22.45 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 112,000 CHF | 112,248 CHF | 100.00% | 100.00% |
12/12/2024 | 0.23% | 22.35 CHF | 22.40 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 110,505 CHF | 110,746 CHF | 100.00% | 100.00% |
11/12/2024 | 0.23% | 22.25 CHF | 22.30 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 108,231 CHF | 108,472 CHF | 100.00% | 100.00% |
10/12/2024 | 0.23% | 21.80 CHF | 21.85 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 107,782 CHF | 108,021 CHF | 100.00% | 100.00% |
09/12/2024 | 0.23% | 21.60 CHF | 21.65 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 108,590 CHF | 108,838 CHF | 100.00% | 100.00% |
06/12/2024 | 0.23% | 21.85 CHF | 21.90 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 107,423 CHF | 107,671 CHF | 100.00% | 100.00% |