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% | 19.72 CHF | 19.73 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,972,040 CHF | 4,974,540 CHF | 99.42% | 99.42% |
18/12/2024 | 0.05% | 20.35 CHF | 20.36 CHF | 250,000 | 250,000 | 249,809 | 249,809 | 5,111,100 CHF | 5,113,600 CHF | 100.00% | 100.00% |
17/12/2024 | 0.05% | 20.43 CHF | 20.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,139,800 CHF | 5,142,300 CHF | 100.00% | 100.00% |
16/12/2024 | 0.05% | 20.54 CHF | 20.55 CHF | 250,000 | 250,000 | 249,741 | 249,741 | 5,133,230 CHF | 5,135,730 CHF | 99.39% | 99.39% |
13/12/2024 | 0.05% | 20.65 CHF | 20.66 CHF | 250,000 | 250,000 | 249,680 | 249,680 | 5,195,140 CHF | 5,197,640 CHF | 100.00% | 100.00% |
12/12/2024 | 0.05% | 20.60 CHF | 20.61 CHF | 250,000 | 250,000 | 249,699 | 249,699 | 5,143,960 CHF | 5,146,460 CHF | 99.53% | 99.53% |
11/12/2024 | 0.05% | 20.49 CHF | 20.50 CHF | 250,000 | 250,000 | 249,226 | 249,226 | 5,080,500 CHF | 5,083,000 CHF | 100.00% | 100.00% |
10/12/2024 | 0.05% | 20.36 CHF | 20.37 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,092,840 CHF | 5,095,340 CHF | 100.00% | 100.00% |
09/12/2024 | 0.05% | 20.37 CHF | 20.38 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,119,880 CHF | 5,122,380 CHF | 97.80% | 97.80% |
06/12/2024 | 0.05% | 20.45 CHF | 20.46 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,128,320 CHF | 5,130,820 CHF | 100.00% | 100.00% |