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% | 20.49 CHF | 20.50 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,619,740 CHF | 4,621,990 CHF | 99.88% | 99.88% |
18/12/2024 | 0.05% | 21.41 CHF | 21.42 CHF | 225,000 | 225,000 | 224,830 | 224,830 | 4,809,470 CHF | 4,811,720 CHF | 99.64% | 99.64% |
17/12/2024 | 0.05% | 21.37 CHF | 21.38 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,824,170 CHF | 4,826,420 CHF | 100.00% | 100.00% |
16/12/2024 | 0.05% | 21.64 CHF | 21.65 CHF | 225,000 | 225,000 | 224,777 | 224,777 | 4,867,450 CHF | 4,869,700 CHF | 98.92% | 98.92% |
13/12/2024 | 0.05% | 21.70 CHF | 21.71 CHF | 225,000 | 225,000 | 224,613 | 224,613 | 4,891,230 CHF | 4,893,480 CHF | 98.55% | 98.55% |
12/12/2024 | 0.05% | 21.81 CHF | 21.82 CHF | 225,000 | 225,000 | 224,728 | 224,728 | 4,885,040 CHF | 4,887,290 CHF | 99.94% | 99.94% |
11/12/2024 | 0.05% | 21.76 CHF | 21.77 CHF | 225,000 | 225,000 | 224,300 | 224,300 | 4,884,430 CHF | 4,886,680 CHF | 100.00% | 100.00% |
10/12/2024 | 0.05% | 21.90 CHF | 21.91 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,907,760 CHF | 4,910,010 CHF | 100.00% | 100.00% |
09/12/2024 | 0.05% | 21.85 CHF | 21.86 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,953,710 CHF | 4,955,960 CHF | 100.00% | 100.00% |
06/12/2024 | 0.05% | 22.08 CHF | 22.09 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,973,720 CHF | 4,975,970 CHF | 99.95% | 99.95% |