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% | 21.71 CHF | 21.72 CHF | 225,000 | 225,000 | 224,703 | 224,703 | 4,908,040 CHF | 4,910,290 CHF | 100.00% | 100.00% |
27/12/2024 | 0.05% | 21.92 CHF | 21.93 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,985,700 CHF | 4,987,950 CHF | 100.00% | 100.00% |
23/12/2024 | 0.05% | 21.64 CHF | 21.65 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,891,460 CHF | 4,893,710 CHF | 100.00% | 100.00% |
20/12/2024 | 0.05% | 21.77 CHF | 21.78 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,770,460 CHF | 4,772,710 CHF | 100.00% | 100.00% |
19/12/2024 | 0.05% | 21.48 CHF | 21.49 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,842,140 CHF | 4,844,390 CHF | 100.00% | 100.00% |
18/12/2024 | 0.04% | 22.40 CHF | 22.41 CHF | 225,000 | 225,000 | 224,835 | 224,835 | 5,030,850 CHF | 5,033,100 CHF | 99.64% | 99.64% |
17/12/2024 | 0.04% | 22.35 CHF | 22.36 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 5,046,180 CHF | 5,048,430 CHF | 100.00% | 100.00% |
16/12/2024 | 0.04% | 22.63 CHF | 22.64 CHF | 225,000 | 225,000 | 224,769 | 224,769 | 5,088,100 CHF | 5,090,350 CHF | 98.92% | 98.92% |
13/12/2024 | 0.04% | 22.68 CHF | 22.69 CHF | 225,000 | 225,000 | 224,587 | 224,587 | 5,111,400 CHF | 5,113,650 CHF | 98.57% | 98.57% |
12/12/2024 | 0.04% | 22.78 CHF | 22.79 CHF | 225,000 | 225,000 | 224,734 | 224,734 | 5,104,480 CHF | 5,106,730 CHF | 99.88% | 99.88% |