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% | 24.12 CHF | 24.13 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,067,490 CHF | 6,069,990 CHF | 99.75% | 99.75% |
18/12/2024 | 0.04% | 25.41 CHF | 25.42 CHF | 250,000 | 250,000 | 249,809 | 249,809 | 6,365,330 CHF | 6,367,830 CHF | 100.00% | 100.00% |
17/12/2024 | 0.04% | 25.53 CHF | 25.54 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,394,420 CHF | 6,396,920 CHF | 99.62% | 99.62% |
16/12/2024 | 0.04% | 25.45 CHF | 25.46 CHF | 250,000 | 250,000 | 249,751 | 249,751 | 6,286,390 CHF | 6,288,890 CHF | 100.00% | 100.00% |
13/12/2024 | 0.04% | 24.83 CHF | 24.84 CHF | 250,000 | 250,000 | 249,694 | 249,694 | 6,251,990 CHF | 6,254,490 CHF | 100.00% | 100.00% |
12/12/2024 | 0.04% | 24.77 CHF | 24.78 CHF | 250,000 | 250,000 | 249,698 | 249,698 | 6,174,070 CHF | 6,176,570 CHF | 99.98% | 99.98% |
11/12/2024 | 0.04% | 24.65 CHF | 24.66 CHF | 250,000 | 250,000 | 249,230 | 249,230 | 6,041,470 CHF | 6,043,970 CHF | 100.00% | 100.00% |
10/12/2024 | 0.04% | 24.19 CHF | 24.20 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,036,640 CHF | 6,039,140 CHF | 100.00% | 100.00% |
09/12/2024 | 0.04% | 23.98 CHF | 23.99 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,075,330 CHF | 6,077,830 CHF | 100.00% | 100.00% |
06/12/2024 | 0.04% | 24.23 CHF | 24.24 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,014,860 CHF | 6,017,360 CHF | 99.99% | 99.99% |