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% | 21.75 CHF | 21.80 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 108,558 CHF | 108,806 CHF | 99.97% | 99.97% |
18/12/2024 | 0.22% | 23.05 CHF | 23.10 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 114,580 CHF | 114,822 CHF | 100.00% | 100.00% |
17/12/2024 | 0.22% | 23.15 CHF | 23.20 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 115,025 CHF | 115,270 CHF | 100.00% | 100.00% |
16/12/2024 | 0.22% | 23.10 CHF | 23.15 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 113,025 CHF | 113,273 CHF | 99.13% | 99.13% |
13/12/2024 | 0.22% | 22.50 CHF | 22.55 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 112,399 CHF | 112,644 CHF | 100.00% | 100.00% |
12/12/2024 | 0.23% | 22.40 CHF | 22.45 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 110,899 CHF | 111,147 CHF | 100.00% | 100.00% |
11/12/2024 | 0.23% | 22.35 CHF | 22.40 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 108,617 CHF | 108,865 CHF | 100.00% | 100.00% |
10/12/2024 | 0.23% | 21.85 CHF | 21.90 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 108,166 CHF | 108,412 CHF | 100.00% | 100.00% |
09/12/2024 | 0.23% | 21.70 CHF | 21.75 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 108,956 CHF | 109,204 CHF | 100.00% | 100.00% |
06/12/2024 | 0.23% | 21.90 CHF | 21.95 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 107,804 CHF | 108,052 CHF | 100.00% | 100.00% |