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% | 22.02 CHF | 22.03 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,542,450 CHF | 5,544,950 CHF | 99.76% | 99.76% |
18/12/2024 | 0.04% | 23.31 CHF | 23.32 CHF | 250,000 | 250,000 | 249,810 | 249,810 | 5,842,730 CHF | 5,845,230 CHF | 100.00% | 100.00% |
17/12/2024 | 0.04% | 23.43 CHF | 23.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,869,960 CHF | 5,872,460 CHF | 99.63% | 99.63% |
16/12/2024 | 0.04% | 23.36 CHF | 23.37 CHF | 250,000 | 250,000 | 249,740 | 249,740 | 5,764,640 CHF | 5,767,140 CHF | 100.00% | 100.00% |
13/12/2024 | 0.04% | 22.74 CHF | 22.75 CHF | 250,000 | 250,000 | 249,681 | 249,681 | 5,730,070 CHF | 5,732,570 CHF | 100.00% | 100.00% |
12/12/2024 | 0.04% | 22.69 CHF | 22.70 CHF | 250,000 | 250,000 | 249,704 | 249,704 | 5,656,200 CHF | 5,658,700 CHF | 99.97% | 99.97% |
11/12/2024 | 0.05% | 22.59 CHF | 22.60 CHF | 250,000 | 250,000 | 249,220 | 249,220 | 5,526,650 CHF | 5,529,150 CHF | 100.00% | 100.00% |
10/12/2024 | 0.05% | 22.12 CHF | 22.13 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,522,530 CHF | 5,525,030 CHF | 100.00% | 100.00% |
09/12/2024 | 0.04% | 21.94 CHF | 21.95 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,562,230 CHF | 5,564,730 CHF | 100.00% | 100.00% |
06/12/2024 | 0.05% | 22.18 CHF | 22.19 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,502,910 CHF | 5,505,410 CHF | 100.00% | 100.00% |