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% | 18.68 CHF | 18.69 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,712,480 CHF | 4,714,980 CHF | 99.42% | 99.42% |
18/12/2024 | 0.05% | 19.31 CHF | 19.32 CHF | 250,000 | 250,000 | 249,813 | 249,813 | 4,850,570 CHF | 4,853,070 CHF | 100.00% | 100.00% |
17/12/2024 | 0.05% | 19.39 CHF | 19.40 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,878,250 CHF | 4,880,750 CHF | 100.00% | 100.00% |
16/12/2024 | 0.05% | 19.50 CHF | 19.51 CHF | 250,000 | 250,000 | 249,743 | 249,743 | 4,873,050 CHF | 4,875,550 CHF | 99.36% | 99.36% |
13/12/2024 | 0.05% | 19.61 CHF | 19.62 CHF | 250,000 | 250,000 | 249,683 | 249,683 | 4,935,110 CHF | 4,937,610 CHF | 100.00% | 100.00% |
12/12/2024 | 0.05% | 19.56 CHF | 19.57 CHF | 250,000 | 250,000 | 249,700 | 249,700 | 4,885,440 CHF | 4,887,940 CHF | 99.49% | 99.49% |
11/12/2024 | 0.05% | 19.46 CHF | 19.47 CHF | 250,000 | 250,000 | 249,233 | 249,233 | 4,823,620 CHF | 4,826,120 CHF | 100.00% | 100.00% |
10/12/2024 | 0.05% | 19.33 CHF | 19.34 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,835,490 CHF | 4,837,990 CHF | 100.00% | 100.00% |
09/12/2024 | 0.05% | 19.34 CHF | 19.35 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,861,900 CHF | 4,864,400 CHF | 97.80% | 97.80% |
06/12/2024 | 0.05% | 19.42 CHF | 19.43 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,870,670 CHF | 4,873,170 CHF | 100.00% | 100.00% |