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% | 18.65 CHF | 18.66 CHF | 225,000 | 225,000 | 224,703 | 224,703 | 4,223,840 CHF | 4,226,090 CHF | 100.00% | 100.00% |
27/12/2024 | 0.05% | 18.89 CHF | 18.90 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,303,230 CHF | 4,305,480 CHF | 100.00% | 100.00% |
23/12/2024 | 0.05% | 18.61 CHF | 18.62 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,212,550 CHF | 4,214,800 CHF | 100.00% | 100.00% |
20/12/2024 | 0.05% | 18.76 CHF | 18.77 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,093,640 CHF | 4,095,890 CHF | 100.00% | 100.00% |
19/12/2024 | 0.05% | 18.46 CHF | 18.47 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,163,860 CHF | 4,166,110 CHF | 100.00% | 100.00% |
18/12/2024 | 0.05% | 19.39 CHF | 19.40 CHF | 225,000 | 225,000 | 224,825 | 224,825 | 4,355,470 CHF | 4,357,720 CHF | 99.64% | 99.64% |
17/12/2024 | 0.05% | 19.35 CHF | 19.36 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,368,700 CHF | 4,370,950 CHF | 100.00% | 100.00% |
16/12/2024 | 0.05% | 19.63 CHF | 19.64 CHF | 225,000 | 225,000 | 224,771 | 224,771 | 4,414,440 CHF | 4,416,690 CHF | 98.92% | 98.92% |
13/12/2024 | 0.05% | 19.68 CHF | 19.69 CHF | 225,000 | 225,000 | 224,615 | 224,615 | 4,438,460 CHF | 4,440,710 CHF | 98.57% | 98.57% |
12/12/2024 | 0.05% | 19.80 CHF | 19.81 CHF | 225,000 | 225,000 | 224,725 | 224,725 | 4,434,900 CHF | 4,437,140 CHF | 99.92% | 99.92% |