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% | 21.45 CHF | 21.50 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 106,962 CHF | 107,210 CHF | 99.97% | 99.97% |
18/12/2024 | 0.22% | 22.75 CHF | 22.80 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 112,975 CHF | 113,214 CHF | 100.00% | 100.00% |
17/12/2024 | 0.22% | 22.85 CHF | 22.90 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 113,429 CHF | 113,668 CHF | 100.00% | 100.00% |
16/12/2024 | 0.22% | 22.75 CHF | 22.80 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 111,419 CHF | 111,667 CHF | 99.13% | 99.13% |
13/12/2024 | 0.23% | 22.15 CHF | 22.20 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 110,783 CHF | 111,031 CHF | 100.00% | 100.00% |
12/12/2024 | 0.23% | 22.10 CHF | 22.15 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 109,291 CHF | 109,532 CHF | 100.00% | 100.00% |
11/12/2024 | 0.23% | 22.00 CHF | 22.05 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 107,032 CHF | 107,271 CHF | 100.00% | 100.00% |
10/12/2024 | 0.23% | 21.55 CHF | 21.60 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 106,568 CHF | 106,803 CHF | 100.00% | 100.00% |
09/12/2024 | 0.23% | 21.35 CHF | 21.40 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 107,398 CHF | 107,646 CHF | 100.00% | 100.00% |
06/12/2024 | 0.24% | 21.60 CHF | 21.65 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 106,220 CHF | 106,468 CHF | 100.00% | 100.00% |