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 | 0.05% | 18.72 CHF | 18.73 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,723,630 CHF | 4,726,130 CHF | 99.42% | 99.42% |
18/12/2024 | 0.05% | 19.36 CHF | 19.37 CHF | 250,000 | 250,000 | 249,808 | 249,808 | 4,861,660 CHF | 4,864,160 CHF | 100.00% | 100.00% |
17/12/2024 | 0.05% | 19.43 CHF | 19.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,889,490 CHF | 4,891,990 CHF | 100.00% | 100.00% |
16/12/2024 | 0.05% | 19.54 CHF | 19.55 CHF | 250,000 | 250,000 | 249,749 | 249,749 | 4,884,290 CHF | 4,886,790 CHF | 99.37% | 99.37% |
13/12/2024 | 0.05% | 19.66 CHF | 19.67 CHF | 250,000 | 250,000 | 249,688 | 249,688 | 4,946,350 CHF | 4,948,850 CHF | 100.00% | 100.00% |
12/12/2024 | 0.05% | 19.60 CHF | 19.61 CHF | 250,000 | 250,000 | 249,692 | 249,692 | 4,896,360 CHF | 4,898,860 CHF | 99.53% | 99.53% |
11/12/2024 | 0.05% | 19.50 CHF | 19.51 CHF | 250,000 | 250,000 | 249,217 | 249,217 | 4,834,320 CHF | 4,836,820 CHF | 100.00% | 100.00% |
10/12/2024 | 0.05% | 19.38 CHF | 19.39 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,846,460 CHF | 4,848,960 CHF | 100.00% | 100.00% |
09/12/2024 | 0.05% | 19.39 CHF | 19.40 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,872,950 CHF | 4,875,450 CHF | 97.80% | 97.80% |
06/12/2024 | 0.05% | 19.46 CHF | 19.47 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,881,730 CHF | 4,884,230 CHF | 100.00% | 100.00% |