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% | 22.12 CHF | 22.13 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,557,110 CHF | 5,559,610 CHF | 99.78% | 99.78% |
18/12/2024 | 0.04% | 23.57 CHF | 23.58 CHF | 250,000 | 250,000 | 249,796 | 249,796 | 5,891,410 CHF | 5,893,910 CHF | 99.57% | 99.57% |
17/12/2024 | 0.04% | 23.57 CHF | 23.58 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,898,540 CHF | 5,901,040 CHF | 100.00% | 100.00% |
16/12/2024 | 0.04% | 23.71 CHF | 23.72 CHF | 250,000 | 250,000 | 249,742 | 249,742 | 5,893,090 CHF | 5,895,590 CHF | 100.00% | 100.00% |
13/12/2024 | 0.04% | 23.40 CHF | 23.41 CHF | 250,000 | 250,000 | 249,681 | 249,681 | 5,913,090 CHF | 5,915,590 CHF | 100.00% | 100.00% |
12/12/2024 | 0.04% | 23.63 CHF | 23.64 CHF | 250,000 | 250,000 | 249,685 | 249,685 | 5,884,160 CHF | 5,886,660 CHF | 99.99% | 99.99% |
11/12/2024 | 0.04% | 23.52 CHF | 23.53 CHF | 250,000 | 250,000 | 249,192 | 249,192 | 5,800,400 CHF | 5,802,900 CHF | 100.00% | 100.00% |
10/12/2024 | 0.04% | 23.29 CHF | 23.30 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,809,920 CHF | 5,812,420 CHF | 100.00% | 100.00% |
09/12/2024 | 0.04% | 23.17 CHF | 23.18 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,864,090 CHF | 5,866,590 CHF | 100.00% | 100.00% |
06/12/2024 | 0.04% | 23.47 CHF | 23.48 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,845,560 CHF | 5,848,060 CHF | 99.96% | 99.96% |