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 | 0.25% | 20.10 CHF | 20.15 CHF | 25,000 | 25,000 | 24,766 | 24,766 | 498,628 CHF | 499,868 CHF | 99.78% | 99.78% |
18/12/2024 | 0.24% | 21.05 CHF | 21.10 CHF | 25,000 | 25,000 | 24,766 | 24,765 | 520,519 CHF | 521,731 CHF | 100.00% | 100.00% |
17/12/2024 | 0.24% | 21.00 CHF | 21.05 CHF | 25,000 | 25,000 | 24,766 | 24,766 | 521,771 CHF | 522,996 CHF | 100.00% | 100.00% |
16/12/2024 | 0.24% | 21.25 CHF | 21.30 CHF | 25,000 | 25,000 | 24,764 | 24,764 | 526,653 CHF | 527,892 CHF | 99.13% | 99.13% |
13/12/2024 | 0.24% | 21.30 CHF | 21.35 CHF | 25,000 | 25,000 | 24,766 | 24,765 | 530,000 CHF | 531,224 CHF | 100.00% | 100.00% |
12/12/2024 | 0.24% | 21.40 CHF | 21.45 CHF | 25,000 | 25,000 | 24,766 | 24,766 | 529,059 CHF | 530,299 CHF | 100.00% | 100.00% |
11/12/2024 | 0.24% | 21.40 CHF | 21.45 CHF | 25,000 | 25,000 | 24,766 | 24,766 | 530,229 CHF | 531,469 CHF | 100.00% | 100.00% |
10/12/2024 | 0.24% | 21.55 CHF | 21.60 CHF | 25,000 | 25,000 | 24,766 | 24,766 | 531,022 CHF | 532,251 CHF | 100.00% | 100.00% |
09/12/2024 | 0.23% | 21.50 CHF | 21.55 CHF | 25,000 | 25,000 | 24,765 | 24,765 | 535,867 CHF | 537,107 CHF | 100.00% | 100.00% |
06/12/2024 | 0.23% | 21.70 CHF | 21.75 CHF | 25,000 | 25,000 | 24,765 | 24,765 | 538,351 CHF | 539,590 CHF | 100.00% | 100.00% |