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 | 0.05% | 20.91 CHF | 20.92 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,255,520 CHF | 5,258,020 CHF | 99.78% | 99.78% |
18/12/2024 | 0.04% | 22.37 CHF | 22.38 CHF | 250,000 | 250,000 | 249,803 | 249,803 | 5,591,280 CHF | 5,593,780 CHF | 99.57% | 99.57% |
17/12/2024 | 0.04% | 22.37 CHF | 22.38 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,596,950 CHF | 5,599,450 CHF | 100.00% | 100.00% |
16/12/2024 | 0.04% | 22.51 CHF | 22.52 CHF | 250,000 | 250,000 | 249,743 | 249,743 | 5,593,460 CHF | 5,595,960 CHF | 100.00% | 100.00% |
13/12/2024 | 0.04% | 22.20 CHF | 22.21 CHF | 250,000 | 250,000 | 249,683 | 249,683 | 5,613,520 CHF | 5,616,020 CHF | 100.00% | 100.00% |
12/12/2024 | 0.04% | 22.44 CHF | 22.45 CHF | 250,000 | 250,000 | 249,690 | 249,690 | 5,586,600 CHF | 5,589,100 CHF | 99.98% | 99.98% |
11/12/2024 | 0.05% | 22.34 CHF | 22.35 CHF | 250,000 | 250,000 | 249,206 | 249,206 | 5,505,070 CHF | 5,507,570 CHF | 100.00% | 100.00% |
10/12/2024 | 0.05% | 22.10 CHF | 22.11 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,514,480 CHF | 5,516,980 CHF | 100.00% | 100.00% |
09/12/2024 | 0.04% | 21.99 CHF | 22.00 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,569,170 CHF | 5,571,670 CHF | 100.00% | 100.00% |
06/12/2024 | 0.05% | 22.29 CHF | 22.30 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,551,170 CHF | 5,553,670 CHF | 99.96% | 99.96% |