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 | 20,000 | 20,000 | 19,812 | 19,812 | 411,230 CHF | 412,222 CHF | 99.78% | 99.78% |
18/12/2024 | 0.23% | 21.65 CHF | 21.70 CHF | 20,000 | 20,000 | 19,813 | 19,811 | 428,660 CHF | 429,617 CHF | 100.00% | 100.00% |
17/12/2024 | 0.23% | 21.60 CHF | 21.65 CHF | 20,000 | 20,000 | 19,814 | 19,812 | 429,689 CHF | 430,622 CHF | 100.00% | 100.00% |
16/12/2024 | 0.23% | 21.90 CHF | 21.95 CHF | 20,000 | 20,000 | 19,810 | 19,810 | 433,564 CHF | 434,555 CHF | 99.13% | 99.13% |
13/12/2024 | 0.23% | 21.95 CHF | 22.00 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 436,194 CHF | 437,186 CHF | 100.00% | 100.00% |
12/12/2024 | 0.23% | 22.05 CHF | 22.10 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 435,354 CHF | 436,317 CHF | 100.00% | 100.00% |
11/12/2024 | 0.23% | 22.00 CHF | 22.05 CHF | 20,000 | 20,000 | 19,813 | 19,811 | 436,278 CHF | 437,237 CHF | 100.00% | 100.00% |
10/12/2024 | 0.23% | 22.15 CHF | 22.20 CHF | 20,000 | 20,000 | 19,813 | 19,811 | 436,797 CHF | 437,750 CHF | 100.00% | 100.00% |
09/12/2024 | 0.23% | 22.10 CHF | 22.15 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 440,735 CHF | 441,727 CHF | 100.00% | 100.00% |
06/12/2024 | 0.23% | 22.30 CHF | 22.35 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 442,718 CHF | 443,709 CHF | 100.00% | 100.00% |