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% | 23.29 CHF | 23.30 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,850,180 CHF | 5,852,680 CHF | 99.78% | 99.78% |
18/12/2024 | 0.04% | 24.74 CHF | 24.75 CHF | 250,000 | 250,000 | 249,799 | 249,799 | 6,183,220 CHF | 6,185,720 CHF | 99.57% | 99.57% |
17/12/2024 | 0.04% | 24.74 CHF | 24.75 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,191,260 CHF | 6,193,760 CHF | 100.00% | 100.00% |
16/12/2024 | 0.04% | 24.88 CHF | 24.89 CHF | 250,000 | 250,000 | 249,746 | 249,746 | 6,184,310 CHF | 6,186,810 CHF | 100.00% | 100.00% |
13/12/2024 | 0.04% | 24.57 CHF | 24.58 CHF | 250,000 | 250,000 | 249,687 | 249,687 | 6,204,490 CHF | 6,206,990 CHF | 100.00% | 100.00% |
12/12/2024 | 0.04% | 24.79 CHF | 24.80 CHF | 250,000 | 250,000 | 249,686 | 249,686 | 6,173,450 CHF | 6,175,950 CHF | 99.98% | 99.98% |
11/12/2024 | 0.04% | 24.68 CHF | 24.69 CHF | 250,000 | 250,000 | 249,204 | 249,204 | 6,088,010 CHF | 6,090,510 CHF | 100.00% | 100.00% |
10/12/2024 | 0.04% | 24.44 CHF | 24.45 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,097,030 CHF | 6,099,530 CHF | 100.00% | 100.00% |
09/12/2024 | 0.04% | 24.31 CHF | 24.32 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,150,640 CHF | 6,153,140 CHF | 100.00% | 100.00% |
06/12/2024 | 0.04% | 24.61 CHF | 24.62 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,131,440 CHF | 6,133,940 CHF | 99.96% | 99.96% |