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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 0.05% | 18.41 CHF | 18.42 CHF | 250,000 | 250,000 | 249,920 | 249,920 | 4,632,900 CHF | 4,635,400 CHF | 99.75% | 99.75% |
27/12/2024 | 0.05% | 18.58 CHF | 18.59 CHF | 250,000 | 250,000 | 249,947 | 249,947 | 4,633,630 CHF | 4,636,130 CHF | 99.09% | 99.09% |
23/12/2024 | 0.05% | 18.32 CHF | 18.33 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,581,050 CHF | 4,583,550 CHF | 100.00% | 100.00% |
20/12/2024 | 0.06% | 18.38 CHF | 18.39 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,513,280 CHF | 4,515,780 CHF | 100.00% | 100.00% |
19/12/2024 | 0.05% | 18.49 CHF | 18.50 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,664,920 CHF | 4,667,420 CHF | 99.42% | 99.42% |
18/12/2024 | 0.05% | 19.12 CHF | 19.13 CHF | 250,000 | 250,000 | 249,810 | 249,810 | 4,802,730 CHF | 4,805,230 CHF | 100.00% | 100.00% |
17/12/2024 | 0.05% | 19.20 CHF | 19.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,830,320 CHF | 4,832,820 CHF | 100.00% | 100.00% |
16/12/2024 | 0.05% | 19.31 CHF | 19.32 CHF | 250,000 | 250,000 | 249,742 | 249,742 | 4,825,340 CHF | 4,827,840 CHF | 99.36% | 99.36% |
13/12/2024 | 0.05% | 19.42 CHF | 19.43 CHF | 250,000 | 250,000 | 249,681 | 249,681 | 4,887,390 CHF | 4,889,890 CHF | 100.00% | 100.00% |
12/12/2024 | 0.05% | 19.37 CHF | 19.38 CHF | 250,000 | 250,000 | 249,699 | 249,699 | 4,838,040 CHF | 4,840,540 CHF | 99.49% | 99.49% |