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% | 20.44 CHF | 20.45 CHF | 225,000 | 225,000 | 224,701 | 224,701 | 4,624,720 CHF | 4,626,970 CHF | 100.00% | 100.00% |
27/12/2024 | 0.05% | 20.67 CHF | 20.68 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,703,150 CHF | 4,705,400 CHF | 100.00% | 100.00% |
23/12/2024 | 0.05% | 20.39 CHF | 20.40 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,610,380 CHF | 4,612,630 CHF | 100.00% | 100.00% |
20/12/2024 | 0.05% | 20.53 CHF | 20.54 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,490,250 CHF | 4,492,500 CHF | 100.00% | 100.00% |
19/12/2024 | 0.05% | 20.23 CHF | 20.24 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,561,310 CHF | 4,563,560 CHF | 100.00% | 100.00% |
18/12/2024 | 0.05% | 21.15 CHF | 21.16 CHF | 225,000 | 225,000 | 224,827 | 224,827 | 4,751,150 CHF | 4,753,400 CHF | 99.64% | 99.64% |
17/12/2024 | 0.05% | 21.11 CHF | 21.12 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,765,730 CHF | 4,767,980 CHF | 100.00% | 100.00% |
16/12/2024 | 0.05% | 21.38 CHF | 21.39 CHF | 225,000 | 225,000 | 224,773 | 224,773 | 4,809,220 CHF | 4,811,480 CHF | 98.91% | 98.91% |
13/12/2024 | 0.05% | 21.44 CHF | 21.45 CHF | 225,000 | 225,000 | 224,619 | 224,619 | 4,833,220 CHF | 4,835,470 CHF | 98.57% | 98.57% |
12/12/2024 | 0.05% | 21.55 CHF | 21.56 CHF | 225,000 | 225,000 | 224,728 | 224,728 | 4,827,200 CHF | 4,829,450 CHF | 99.90% | 99.90% |