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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 0.05% | 19.84 CHF | 19.85 CHF | 225,000 | 225,000 | 224,701 | 224,701 | 4,489,640 CHF | 4,491,890 CHF | 100.00% | 100.00% |
27/12/2024 | 0.05% | 20.07 CHF | 20.08 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,568,420 CHF | 4,570,660 CHF | 100.00% | 100.00% |
23/12/2024 | 0.05% | 19.79 CHF | 19.80 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,476,360 CHF | 4,478,600 CHF | 100.00% | 100.00% |
20/12/2024 | 0.05% | 19.93 CHF | 19.94 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,356,620 CHF | 4,358,870 CHF | 100.00% | 100.00% |
19/12/2024 | 0.05% | 19.63 CHF | 19.64 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,427,410 CHF | 4,429,660 CHF | 100.00% | 100.00% |
18/12/2024 | 0.05% | 20.56 CHF | 20.57 CHF | 225,000 | 225,000 | 224,831 | 224,831 | 4,617,920 CHF | 4,620,170 CHF | 99.64% | 99.64% |
17/12/2024 | 0.05% | 20.52 CHF | 20.53 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,631,940 CHF | 4,634,190 CHF | 100.00% | 100.00% |
16/12/2024 | 0.05% | 20.79 CHF | 20.80 CHF | 225,000 | 225,000 | 224,765 | 224,765 | 4,676,060 CHF | 4,678,310 CHF | 98.91% | 98.91% |
13/12/2024 | 0.05% | 20.85 CHF | 20.86 CHF | 225,000 | 225,000 | 224,605 | 224,605 | 4,699,980 CHF | 4,702,230 CHF | 98.57% | 98.57% |
12/12/2024 | 0.05% | 20.96 CHF | 20.97 CHF | 225,000 | 225,000 | 224,733 | 224,733 | 4,695,130 CHF | 4,697,380 CHF | 99.90% | 99.90% |