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% | 24.48 CHF | 24.49 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,146,290 CHF | 6,148,790 CHF | 99.78% | 99.78% |
18/12/2024 | 0.04% | 25.92 CHF | 25.93 CHF | 250,000 | 250,000 | 249,804 | 249,804 | 6,478,140 CHF | 6,480,640 CHF | 99.57% | 99.57% |
17/12/2024 | 0.04% | 25.92 CHF | 25.93 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,487,090 CHF | 6,489,590 CHF | 100.00% | 100.00% |
16/12/2024 | 0.04% | 26.06 CHF | 26.07 CHF | 250,000 | 250,000 | 249,744 | 249,744 | 6,478,450 CHF | 6,480,950 CHF | 100.00% | 100.00% |
13/12/2024 | 0.04% | 25.75 CHF | 25.76 CHF | 250,000 | 250,000 | 249,682 | 249,682 | 6,498,540 CHF | 6,501,040 CHF | 100.00% | 100.00% |
12/12/2024 | 0.04% | 25.96 CHF | 25.97 CHF | 250,000 | 250,000 | 249,686 | 249,686 | 6,465,680 CHF | 6,468,180 CHF | 99.98% | 99.98% |
11/12/2024 | 0.04% | 25.84 CHF | 25.85 CHF | 250,000 | 250,000 | 249,208 | 249,208 | 6,378,430 CHF | 6,380,930 CHF | 100.00% | 100.00% |
10/12/2024 | 0.04% | 25.60 CHF | 25.61 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,387,100 CHF | 6,389,600 CHF | 100.00% | 100.00% |
09/12/2024 | 0.04% | 25.47 CHF | 25.48 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,440,170 CHF | 6,442,670 CHF | 100.00% | 100.00% |
06/12/2024 | 0.04% | 25.77 CHF | 25.78 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,420,330 CHF | 6,422,830 CHF | 99.96% | 99.96% |