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 | 0.24% | 20.95 CHF | 21.00 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 104,506 CHF | 104,754 CHF | 99.95% | 99.95% |
18/12/2024 | 0.23% | 22.25 CHF | 22.30 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 110,537 CHF | 110,779 CHF | 100.00% | 100.00% |
17/12/2024 | 0.23% | 22.35 CHF | 22.40 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 110,982 CHF | 111,227 CHF | 100.00% | 100.00% |
16/12/2024 | 0.23% | 22.25 CHF | 22.30 CHF | 5,000 | 5,000 | 4,952 | 4,952 | 108,979 CHF | 109,227 CHF | 98.18% | 98.18% |
13/12/2024 | 0.23% | 21.65 CHF | 21.70 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 108,355 CHF | 108,600 CHF | 100.00% | 100.00% |
12/12/2024 | 0.23% | 21.60 CHF | 21.65 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 106,871 CHF | 107,119 CHF | 100.00% | 100.00% |
11/12/2024 | 0.24% | 21.55 CHF | 21.60 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 104,627 CHF | 104,875 CHF | 100.00% | 100.00% |
10/12/2024 | 0.24% | 21.05 CHF | 21.10 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 104,178 CHF | 104,424 CHF | 100.00% | 100.00% |
09/12/2024 | 0.24% | 20.90 CHF | 20.95 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 104,986 CHF | 105,234 CHF | 100.00% | 100.00% |
06/12/2024 | 0.24% | 21.10 CHF | 21.15 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 103,837 CHF | 104,085 CHF | 100.00% | 100.00% |