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% | 18.69 CHF | 18.70 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,215,880 CHF | 4,218,130 CHF | 99.91% | 99.91% |
18/12/2024 | 0.05% | 19.62 CHF | 19.63 CHF | 225,000 | 225,000 | 224,829 | 224,829 | 4,407,360 CHF | 4,409,620 CHF | 99.64% | 99.64% |
17/12/2024 | 0.05% | 19.58 CHF | 19.59 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,420,680 CHF | 4,422,930 CHF | 100.00% | 100.00% |
16/12/2024 | 0.05% | 19.86 CHF | 19.87 CHF | 225,000 | 225,000 | 224,763 | 224,763 | 4,466,010 CHF | 4,468,260 CHF | 98.91% | 98.91% |
13/12/2024 | 0.05% | 19.91 CHF | 19.92 CHF | 225,000 | 225,000 | 224,599 | 224,599 | 4,489,860 CHF | 4,492,110 CHF | 98.58% | 98.58% |
12/12/2024 | 0.05% | 20.03 CHF | 20.04 CHF | 225,000 | 225,000 | 224,733 | 224,733 | 4,486,520 CHF | 4,488,770 CHF | 99.97% | 99.97% |
11/12/2024 | 0.05% | 20.00 CHF | 20.01 CHF | 225,000 | 225,000 | 224,297 | 224,297 | 4,488,460 CHF | 4,490,710 CHF | 100.00% | 100.00% |
10/12/2024 | 0.05% | 20.14 CHF | 20.15 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,512,180 CHF | 4,514,430 CHF | 100.00% | 100.00% |
09/12/2024 | 0.05% | 20.10 CHF | 20.11 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,558,800 CHF | 4,561,050 CHF | 100.00% | 100.00% |
06/12/2024 | 0.05% | 20.32 CHF | 20.33 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,579,740 CHF | 4,581,990 CHF | 100.00% | 100.00% |