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% | 19.25 CHF | 19.26 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,855,890 CHF | 4,858,390 CHF | 99.42% | 99.42% |
18/12/2024 | 0.05% | 19.89 CHF | 19.90 CHF | 250,000 | 250,000 | 249,813 | 249,813 | 4,994,510 CHF | 4,997,010 CHF | 100.00% | 100.00% |
17/12/2024 | 0.05% | 19.96 CHF | 19.97 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,022,700 CHF | 5,025,200 CHF | 100.00% | 100.00% |
16/12/2024 | 0.05% | 20.07 CHF | 20.08 CHF | 250,000 | 250,000 | 249,745 | 249,745 | 5,016,820 CHF | 5,019,320 CHF | 99.39% | 99.39% |
13/12/2024 | 0.05% | 20.19 CHF | 20.20 CHF | 250,000 | 250,000 | 249,680 | 249,680 | 5,078,710 CHF | 5,081,210 CHF | 100.00% | 100.00% |
12/12/2024 | 0.05% | 20.13 CHF | 20.14 CHF | 250,000 | 250,000 | 249,699 | 249,699 | 5,028,220 CHF | 5,030,720 CHF | 99.53% | 99.53% |
11/12/2024 | 0.05% | 20.03 CHF | 20.04 CHF | 250,000 | 250,000 | 249,223 | 249,223 | 4,965,380 CHF | 4,967,880 CHF | 100.00% | 100.00% |
10/12/2024 | 0.05% | 19.90 CHF | 19.91 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,977,630 CHF | 4,980,130 CHF | 100.00% | 100.00% |
09/12/2024 | 0.05% | 19.91 CHF | 19.92 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,004,410 CHF | 5,006,910 CHF | 97.80% | 97.80% |
06/12/2024 | 0.05% | 19.99 CHF | 20.00 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,012,990 CHF | 5,015,490 CHF | 100.00% | 100.00% |