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% | 18.91 CHF | 18.92 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,770,640 CHF | 4,773,140 CHF | 99.42% | 99.42% |
18/12/2024 | 0.05% | 19.54 CHF | 19.55 CHF | 250,000 | 250,000 | 249,808 | 249,808 | 4,908,830 CHF | 4,911,330 CHF | 100.00% | 100.00% |
17/12/2024 | 0.05% | 19.62 CHF | 19.63 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,936,840 CHF | 4,939,340 CHF | 100.00% | 100.00% |
16/12/2024 | 0.05% | 19.73 CHF | 19.74 CHF | 250,000 | 250,000 | 249,748 | 249,748 | 4,931,400 CHF | 4,933,900 CHF | 99.40% | 99.40% |
13/12/2024 | 0.05% | 19.85 CHF | 19.86 CHF | 250,000 | 250,000 | 249,690 | 249,690 | 4,993,460 CHF | 4,995,960 CHF | 100.00% | 100.00% |
12/12/2024 | 0.05% | 19.79 CHF | 19.80 CHF | 250,000 | 250,000 | 249,693 | 249,693 | 4,943,170 CHF | 4,945,670 CHF | 99.53% | 99.53% |
11/12/2024 | 0.05% | 19.69 CHF | 19.70 CHF | 250,000 | 250,000 | 249,220 | 249,220 | 4,880,910 CHF | 4,883,410 CHF | 100.00% | 100.00% |
10/12/2024 | 0.05% | 19.56 CHF | 19.57 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,893,100 CHF | 4,895,600 CHF | 100.00% | 100.00% |
09/12/2024 | 0.05% | 19.57 CHF | 19.58 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,919,650 CHF | 4,922,150 CHF | 97.80% | 97.80% |
06/12/2024 | 0.05% | 19.65 CHF | 19.66 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,928,350 CHF | 4,930,850 CHF | 100.00% | 100.00% |