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% | 22.25 CHF | 22.30 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 111,008 CHF | 111,256 CHF | 99.97% | 99.97% |
18/12/2024 | 0.21% | 23.55 CHF | 23.60 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 117,029 CHF | 117,277 CHF | 100.00% | 100.00% |
17/12/2024 | 0.21% | 23.65 CHF | 23.70 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 117,483 CHF | 117,727 CHF | 100.00% | 100.00% |
16/12/2024 | 0.22% | 23.60 CHF | 23.65 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 115,468 CHF | 115,716 CHF | 99.13% | 99.13% |
13/12/2024 | 0.22% | 22.95 CHF | 23.00 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 114,837 CHF | 115,081 CHF | 100.00% | 100.00% |
12/12/2024 | 0.22% | 22.90 CHF | 22.95 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 113,311 CHF | 113,559 CHF | 100.00% | 100.00% |
11/12/2024 | 0.23% | 22.85 CHF | 22.90 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 111,039 CHF | 111,287 CHF | 100.00% | 100.00% |
10/12/2024 | 0.23% | 22.35 CHF | 22.40 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 110,555 CHF | 110,800 CHF | 100.00% | 100.00% |
09/12/2024 | 0.22% | 22.15 CHF | 22.20 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 111,380 CHF | 111,628 CHF | 100.00% | 100.00% |
06/12/2024 | 0.23% | 22.40 CHF | 22.45 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 110,188 CHF | 110,435 CHF | 100.00% | 100.00% |