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% | 19.89 CHF | 19.90 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,485,010 CHF | 4,487,260 CHF | 99.89% | 99.89% |
18/12/2024 | 0.05% | 20.82 CHF | 20.83 CHF | 225,000 | 225,000 | 224,831 | 224,831 | 4,675,320 CHF | 4,677,570 CHF | 99.64% | 99.64% |
17/12/2024 | 0.05% | 20.77 CHF | 20.78 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,689,590 CHF | 4,691,840 CHF | 100.00% | 100.00% |
16/12/2024 | 0.05% | 21.05 CHF | 21.06 CHF | 225,000 | 225,000 | 224,765 | 224,765 | 4,733,380 CHF | 4,735,630 CHF | 98.92% | 98.92% |
13/12/2024 | 0.05% | 21.10 CHF | 21.11 CHF | 225,000 | 225,000 | 224,580 | 224,580 | 4,756,730 CHF | 4,758,980 CHF | 98.58% | 98.58% |
12/12/2024 | 0.05% | 21.21 CHF | 21.22 CHF | 225,000 | 225,000 | 224,733 | 224,733 | 4,752,170 CHF | 4,754,420 CHF | 99.95% | 99.95% |
11/12/2024 | 0.05% | 21.17 CHF | 21.18 CHF | 225,000 | 225,000 | 224,300 | 224,300 | 4,752,330 CHF | 4,754,580 CHF | 100.00% | 100.00% |
10/12/2024 | 0.05% | 21.31 CHF | 21.32 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,775,840 CHF | 4,778,090 CHF | 100.00% | 100.00% |
09/12/2024 | 0.05% | 21.26 CHF | 21.27 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,821,910 CHF | 4,824,160 CHF | 100.00% | 100.00% |
06/12/2024 | 0.05% | 21.49 CHF | 21.50 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,842,300 CHF | 4,844,550 CHF | 100.00% | 100.00% |