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% | 20.70 CHF | 20.75 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 103,275 CHF | 103,516 CHF | 99.96% | 99.96% |
18/12/2024 | 0.23% | 22.00 CHF | 22.05 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 109,316 CHF | 109,554 CHF | 100.00% | 100.00% |
17/12/2024 | 0.23% | 22.10 CHF | 22.15 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 109,755 CHF | 109,992 CHF | 100.00% | 100.00% |
16/12/2024 | 0.23% | 22.00 CHF | 22.05 CHF | 5,000 | 5,000 | 4,952 | 4,952 | 107,758 CHF | 107,997 CHF | 98.18% | 98.18% |
13/12/2024 | 0.23% | 21.40 CHF | 21.45 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 107,133 CHF | 107,373 CHF | 100.00% | 100.00% |
12/12/2024 | 0.24% | 21.35 CHF | 21.40 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 105,670 CHF | 105,908 CHF | 100.00% | 100.00% |
11/12/2024 | 0.24% | 21.30 CHF | 21.35 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 103,415 CHF | 103,653 CHF | 100.00% | 100.00% |
10/12/2024 | 0.24% | 20.85 CHF | 20.90 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 102,985 CHF | 103,222 CHF | 100.00% | 100.00% |
09/12/2024 | 0.24% | 20.65 CHF | 20.70 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 103,781 CHF | 104,029 CHF | 100.00% | 100.00% |
06/12/2024 | 0.24% | 20.90 CHF | 20.95 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 102,640 CHF | 102,888 CHF | 100.00% | 100.00% |