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% | 19.78 CHF | 19.79 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,986,880 CHF | 4,989,380 CHF | 99.42% | 99.42% |
18/12/2024 | 0.05% | 20.41 CHF | 20.42 CHF | 250,000 | 250,000 | 249,808 | 249,808 | 5,125,980 CHF | 5,128,480 CHF | 100.00% | 100.00% |
17/12/2024 | 0.05% | 20.49 CHF | 20.50 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,154,760 CHF | 5,157,260 CHF | 100.00% | 100.00% |
16/12/2024 | 0.05% | 20.60 CHF | 20.61 CHF | 250,000 | 250,000 | 249,745 | 249,745 | 5,148,190 CHF | 5,150,690 CHF | 99.36% | 99.36% |
13/12/2024 | 0.05% | 20.71 CHF | 20.72 CHF | 250,000 | 250,000 | 249,691 | 249,691 | 5,210,250 CHF | 5,212,750 CHF | 100.00% | 100.00% |
12/12/2024 | 0.05% | 20.65 CHF | 20.66 CHF | 250,000 | 250,000 | 249,694 | 249,694 | 5,158,650 CHF | 5,161,150 CHF | 99.49% | 99.49% |
11/12/2024 | 0.05% | 20.55 CHF | 20.56 CHF | 250,000 | 250,000 | 249,227 | 249,227 | 5,095,200 CHF | 5,097,700 CHF | 100.00% | 100.00% |
10/12/2024 | 0.05% | 20.42 CHF | 20.43 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,107,550 CHF | 5,110,050 CHF | 100.00% | 100.00% |
09/12/2024 | 0.05% | 20.43 CHF | 20.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,134,650 CHF | 5,137,150 CHF | 97.80% | 97.80% |
06/12/2024 | 0.05% | 20.50 CHF | 20.51 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,143,050 CHF | 5,145,550 CHF | 100.00% | 100.00% |