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 | 0.04% | 25.23 CHF | 25.24 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,344,620 CHF | 6,347,120 CHF | 99.73% | 99.73% |
18/12/2024 | 0.04% | 26.51 CHF | 26.52 CHF | 250,000 | 250,000 | 249,812 | 249,812 | 6,641,270 CHF | 6,643,770 CHF | 100.00% | 100.00% |
17/12/2024 | 0.04% | 26.63 CHF | 26.64 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,671,240 CHF | 6,673,740 CHF | 99.63% | 99.63% |
16/12/2024 | 0.04% | 26.55 CHF | 26.56 CHF | 250,000 | 250,000 | 249,742 | 249,742 | 6,561,540 CHF | 6,564,040 CHF | 100.00% | 100.00% |
13/12/2024 | 0.04% | 25.93 CHF | 25.94 CHF | 250,000 | 250,000 | 249,681 | 249,681 | 6,527,040 CHF | 6,529,540 CHF | 100.00% | 100.00% |
12/12/2024 | 0.04% | 25.86 CHF | 25.87 CHF | 250,000 | 250,000 | 249,700 | 249,700 | 6,447,730 CHF | 6,450,230 CHF | 99.97% | 99.97% |
11/12/2024 | 0.04% | 25.74 CHF | 25.75 CHF | 250,000 | 250,000 | 249,221 | 249,221 | 6,313,100 CHF | 6,315,600 CHF | 100.00% | 100.00% |
10/12/2024 | 0.04% | 25.27 CHF | 25.28 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,308,300 CHF | 6,310,800 CHF | 100.00% | 100.00% |
09/12/2024 | 0.04% | 25.06 CHF | 25.07 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,346,450 CHF | 6,348,950 CHF | 100.00% | 100.00% |
06/12/2024 | 0.04% | 25.31 CHF | 25.32 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,285,440 CHF | 6,287,940 CHF | 99.99% | 99.99% |