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 | 0.04% | 23.87 CHF | 23.88 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,006,170 CHF | 6,008,670 CHF | 99.74% | 99.74% |
18/12/2024 | 0.04% | 25.16 CHF | 25.17 CHF | 250,000 | 250,000 | 249,809 | 249,809 | 6,304,290 CHF | 6,306,790 CHF | 100.00% | 100.00% |
17/12/2024 | 0.04% | 25.28 CHF | 25.29 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,333,180 CHF | 6,335,680 CHF | 99.62% | 99.62% |
16/12/2024 | 0.04% | 25.20 CHF | 25.21 CHF | 250,000 | 250,000 | 249,753 | 249,753 | 6,225,610 CHF | 6,228,110 CHF | 100.00% | 100.00% |
13/12/2024 | 0.04% | 24.59 CHF | 24.60 CHF | 250,000 | 250,000 | 249,692 | 249,692 | 6,191,090 CHF | 6,193,590 CHF | 100.00% | 100.00% |
12/12/2024 | 0.04% | 24.53 CHF | 24.54 CHF | 250,000 | 250,000 | 249,695 | 249,695 | 6,113,630 CHF | 6,116,130 CHF | 99.98% | 99.98% |
11/12/2024 | 0.04% | 24.41 CHF | 24.42 CHF | 250,000 | 250,000 | 249,221 | 249,221 | 5,981,320 CHF | 5,983,820 CHF | 100.00% | 100.00% |
10/12/2024 | 0.04% | 23.95 CHF | 23.96 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,976,770 CHF | 5,979,270 CHF | 100.00% | 100.00% |
09/12/2024 | 0.04% | 23.74 CHF | 23.75 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,015,600 CHF | 6,018,100 CHF | 100.00% | 100.00% |
06/12/2024 | 0.04% | 23.99 CHF | 24.00 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,955,290 CHF | 5,957,790 CHF | 99.99% | 99.99% |