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% | 22.32 CHF | 22.33 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,617,260 CHF | 5,619,760 CHF | 99.75% | 99.75% |
18/12/2024 | 0.04% | 23.61 CHF | 23.62 CHF | 250,000 | 250,000 | 249,806 | 249,806 | 5,917,060 CHF | 5,919,560 CHF | 100.00% | 100.00% |
17/12/2024 | 0.04% | 23.73 CHF | 23.74 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,944,680 CHF | 5,947,180 CHF | 99.62% | 99.62% |
16/12/2024 | 0.04% | 23.65 CHF | 23.66 CHF | 250,000 | 250,000 | 249,749 | 249,749 | 5,839,120 CHF | 5,841,620 CHF | 100.00% | 100.00% |
13/12/2024 | 0.04% | 23.04 CHF | 23.05 CHF | 250,000 | 250,000 | 249,694 | 249,694 | 5,804,680 CHF | 5,807,180 CHF | 100.00% | 100.00% |
12/12/2024 | 0.04% | 22.99 CHF | 23.00 CHF | 250,000 | 250,000 | 249,694 | 249,694 | 5,729,610 CHF | 5,732,110 CHF | 99.98% | 99.98% |
11/12/2024 | 0.04% | 22.88 CHF | 22.89 CHF | 250,000 | 250,000 | 249,218 | 249,218 | 5,599,780 CHF | 5,602,280 CHF | 100.00% | 100.00% |
10/12/2024 | 0.04% | 22.42 CHF | 22.43 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,595,630 CHF | 5,598,130 CHF | 100.00% | 100.00% |
09/12/2024 | 0.04% | 22.23 CHF | 22.24 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,635,170 CHF | 5,637,670 CHF | 100.00% | 100.00% |
06/12/2024 | 0.04% | 22.47 CHF | 22.48 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,575,640 CHF | 5,578,140 CHF | 100.00% | 100.00% |