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% | 21.25 CHF | 21.30 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 106,108 CHF | 106,356 CHF | 99.96% | 99.96% |
18/12/2024 | 0.22% | 22.55 CHF | 22.60 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 112,138 CHF | 112,377 CHF | 100.00% | 100.00% |
17/12/2024 | 0.22% | 22.65 CHF | 22.70 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 112,575 CHF | 112,815 CHF | 100.00% | 100.00% |
16/12/2024 | 0.23% | 22.60 CHF | 22.65 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 110,584 CHF | 110,832 CHF | 99.13% | 99.13% |
13/12/2024 | 0.23% | 22.00 CHF | 22.05 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 109,959 CHF | 110,207 CHF | 100.00% | 100.00% |
12/12/2024 | 0.23% | 21.95 CHF | 22.00 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 108,469 CHF | 108,709 CHF | 100.00% | 100.00% |
11/12/2024 | 0.24% | 21.85 CHF | 21.90 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 106,196 CHF | 106,435 CHF | 100.00% | 100.00% |
10/12/2024 | 0.24% | 21.40 CHF | 21.45 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 105,766 CHF | 106,004 CHF | 100.00% | 100.00% |
09/12/2024 | 0.23% | 21.20 CHF | 21.25 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 106,558 CHF | 106,806 CHF | 100.00% | 100.00% |
06/12/2024 | 0.24% | 21.45 CHF | 21.50 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 105,406 CHF | 105,654 CHF | 100.00% | 100.00% |