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% | 18.22 CHF | 18.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,596,260 CHF | 4,598,760 CHF | 99.42% | 99.42% |
18/12/2024 | 0.05% | 18.85 CHF | 18.86 CHF | 250,000 | 250,000 | 249,813 | 249,813 | 4,733,880 CHF | 4,736,380 CHF | 100.00% | 100.00% |
17/12/2024 | 0.05% | 18.92 CHF | 18.93 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,761,170 CHF | 4,763,670 CHF | 100.00% | 100.00% |
16/12/2024 | 0.05% | 19.03 CHF | 19.04 CHF | 250,000 | 250,000 | 249,743 | 249,743 | 4,756,520 CHF | 4,759,020 CHF | 99.36% | 99.36% |
13/12/2024 | 0.05% | 19.15 CHF | 19.16 CHF | 250,000 | 250,000 | 249,689 | 249,689 | 4,818,740 CHF | 4,821,240 CHF | 100.00% | 100.00% |
12/12/2024 | 0.05% | 19.10 CHF | 19.11 CHF | 250,000 | 250,000 | 249,704 | 249,704 | 4,769,710 CHF | 4,772,210 CHF | 99.53% | 99.53% |
11/12/2024 | 0.05% | 19.00 CHF | 19.01 CHF | 250,000 | 250,000 | 249,236 | 249,236 | 4,708,580 CHF | 4,711,080 CHF | 100.00% | 100.00% |
10/12/2024 | 0.05% | 18.87 CHF | 18.88 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,720,260 CHF | 4,722,760 CHF | 100.00% | 100.00% |
09/12/2024 | 0.05% | 18.88 CHF | 18.89 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,746,390 CHF | 4,748,890 CHF | 97.80% | 97.80% |
06/12/2024 | 0.05% | 18.96 CHF | 18.97 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,755,310 CHF | 4,757,810 CHF | 100.00% | 100.00% |