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 | 0.04% | 25.96 CHF | 25.97 CHF | 250,000 | 250,000 | 249,626 | 249,626 | 6,533,370 CHF | 6,535,870 CHF | 100.00% | 100.00% |
27/12/2024 | 0.04% | 26.28 CHF | 26.29 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,695,360 CHF | 6,697,860 CHF | 100.00% | 100.00% |
23/12/2024 | 0.04% | 26.04 CHF | 26.05 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,514,230 CHF | 6,516,730 CHF | 100.00% | 100.00% |
20/12/2024 | 0.04% | 26.01 CHF | 26.02 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,275,560 CHF | 6,278,060 CHF | 100.00% | 100.00% |
19/12/2024 | 0.04% | 25.64 CHF | 25.65 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,436,950 CHF | 6,439,450 CHF | 99.78% | 99.78% |
18/12/2024 | 0.04% | 27.08 CHF | 27.09 CHF | 250,000 | 250,000 | 249,814 | 249,814 | 6,767,730 CHF | 6,770,230 CHF | 99.57% | 99.57% |
17/12/2024 | 0.04% | 27.08 CHF | 27.09 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,777,410 CHF | 6,779,910 CHF | 100.00% | 100.00% |
16/12/2024 | 0.04% | 27.21 CHF | 27.22 CHF | 250,000 | 250,000 | 249,742 | 249,742 | 6,767,020 CHF | 6,769,520 CHF | 100.00% | 100.00% |
13/12/2024 | 0.04% | 26.90 CHF | 26.91 CHF | 250,000 | 250,000 | 249,683 | 249,683 | 6,787,290 CHF | 6,789,790 CHF | 100.00% | 100.00% |
12/12/2024 | 0.04% | 27.11 CHF | 27.12 CHF | 250,000 | 250,000 | 249,704 | 249,704 | 6,752,930 CHF | 6,755,430 CHF | 99.98% | 99.98% |