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% | 19.54 CHF | 19.55 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,928,250 CHF | 4,930,750 CHF | 99.42% | 99.42% |
18/12/2024 | 0.05% | 20.18 CHF | 20.19 CHF | 250,000 | 250,000 | 249,808 | 249,808 | 5,067,080 CHF | 5,069,580 CHF | 100.00% | 100.00% |
17/12/2024 | 0.05% | 20.26 CHF | 20.27 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,095,620 CHF | 5,098,120 CHF | 100.00% | 100.00% |
16/12/2024 | 0.05% | 20.36 CHF | 20.37 CHF | 250,000 | 250,000 | 249,740 | 249,740 | 5,089,280 CHF | 5,091,780 CHF | 99.39% | 99.39% |
13/12/2024 | 0.05% | 20.48 CHF | 20.49 CHF | 250,000 | 250,000 | 249,679 | 249,679 | 5,151,200 CHF | 5,153,700 CHF | 100.00% | 100.00% |
12/12/2024 | 0.05% | 20.42 CHF | 20.43 CHF | 250,000 | 250,000 | 249,698 | 249,698 | 5,100,310 CHF | 5,102,810 CHF | 99.53% | 99.53% |
11/12/2024 | 0.05% | 20.32 CHF | 20.33 CHF | 250,000 | 250,000 | 249,225 | 249,225 | 5,037,030 CHF | 5,039,530 CHF | 100.00% | 100.00% |
10/12/2024 | 0.05% | 20.19 CHF | 20.20 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,049,330 CHF | 5,051,830 CHF | 100.00% | 100.00% |
09/12/2024 | 0.05% | 20.20 CHF | 20.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,076,350 CHF | 5,078,850 CHF | 97.79% | 97.79% |
06/12/2024 | 0.05% | 20.27 CHF | 20.28 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,084,800 CHF | 5,087,300 CHF | 100.00% | 100.00% |