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% | 19.95 CHF | 19.96 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,030,150 CHF | 5,032,650 CHF | 99.42% | 99.42% |
18/12/2024 | 0.05% | 20.59 CHF | 20.60 CHF | 250,000 | 250,000 | 249,809 | 249,809 | 5,169,430 CHF | 5,171,930 CHF | 100.00% | 100.00% |
17/12/2024 | 0.05% | 20.67 CHF | 20.68 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,198,340 CHF | 5,200,840 CHF | 100.00% | 100.00% |
16/12/2024 | 0.05% | 20.77 CHF | 20.78 CHF | 250,000 | 250,000 | 249,746 | 249,746 | 5,191,580 CHF | 5,194,080 CHF | 99.36% | 99.36% |
13/12/2024 | 0.05% | 20.89 CHF | 20.90 CHF | 250,000 | 250,000 | 249,691 | 249,691 | 5,253,630 CHF | 5,256,130 CHF | 100.00% | 100.00% |
12/12/2024 | 0.05% | 20.83 CHF | 20.84 CHF | 250,000 | 250,000 | 249,697 | 249,697 | 5,201,820 CHF | 5,204,320 CHF | 99.49% | 99.49% |
11/12/2024 | 0.05% | 20.72 CHF | 20.73 CHF | 250,000 | 250,000 | 249,231 | 249,231 | 5,138,130 CHF | 5,140,630 CHF | 100.00% | 100.00% |
10/12/2024 | 0.05% | 20.59 CHF | 20.60 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,150,440 CHF | 5,152,940 CHF | 100.00% | 100.00% |
09/12/2024 | 0.05% | 20.60 CHF | 20.61 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,177,640 CHF | 5,180,140 CHF | 97.80% | 97.80% |
06/12/2024 | 0.05% | 20.68 CHF | 20.69 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,186,010 CHF | 5,188,510 CHF | 100.00% | 100.00% |