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 | 0.03% | 30.41 CHF | 30.42 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,814,220 CHF | 3,815,470 CHF | 99.77% | 99.77% |
18/12/2024 | 0.03% | 31.82 CHF | 31.83 CHF | 125,000 | 125,000 | 124,906 | 124,906 | 3,976,860 CHF | 3,978,110 CHF | 99.57% | 99.57% |
17/12/2024 | 0.03% | 31.83 CHF | 31.84 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,983,730 CHF | 3,984,980 CHF | 100.00% | 100.00% |
16/12/2024 | 0.03% | 31.96 CHF | 31.97 CHF | 125,000 | 125,000 | 124,871 | 124,871 | 3,975,300 CHF | 3,976,550 CHF | 100.00% | 100.00% |
13/12/2024 | 0.03% | 31.64 CHF | 31.65 CHF | 125,000 | 125,000 | 124,843 | 124,843 | 3,985,580 CHF | 3,986,830 CHF | 100.00% | 100.00% |
12/12/2024 | 0.03% | 31.82 CHF | 31.83 CHF | 125,000 | 125,000 | 124,854 | 124,854 | 3,964,470 CHF | 3,965,720 CHF | 99.98% | 99.98% |
11/12/2024 | 0.03% | 31.67 CHF | 31.68 CHF | 125,000 | 125,000 | 124,612 | 124,612 | 3,915,920 CHF | 3,917,170 CHF | 100.00% | 100.00% |
10/12/2024 | 0.03% | 31.42 CHF | 31.43 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,919,390 CHF | 3,920,640 CHF | 100.00% | 100.00% |
09/12/2024 | 0.03% | 31.25 CHF | 31.26 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,944,550 CHF | 3,945,800 CHF | 100.00% | 100.00% |
06/12/2024 | 0.03% | 31.55 CHF | 31.56 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,933,110 CHF | 3,934,360 CHF | 99.96% | 99.96% |