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 | 0.24% | 20.55 CHF | 20.60 CHF | 40,000 | 40,000 | 39,718 | 39,718 | 820,844 CHF | 822,832 CHF | 99.51% | 99.51% |
18/12/2024 | 0.23% | 22.00 CHF | 22.05 CHF | 40,000 | 40,000 | 39,626 | 39,624 | 872,794 CHF | 874,726 CHF | 100.00% | 100.00% |
17/12/2024 | 0.23% | 22.00 CHF | 22.05 CHF | 40,000 | 40,000 | 39,640 | 39,639 | 873,241 CHF | 875,207 CHF | 99.97% | 99.97% |
16/12/2024 | 0.23% | 22.15 CHF | 22.20 CHF | 40,000 | 40,000 | 39,719 | 39,719 | 874,679 CHF | 876,666 CHF | 98.90% | 98.90% |
13/12/2024 | 0.23% | 21.85 CHF | 21.90 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 885,284 CHF | 887,284 CHF | 98.38% | 98.38% |
12/12/2024 | 0.23% | 22.05 CHF | 22.10 CHF | 40,000 | 40,000 | 39,765 | 39,765 | 875,235 CHF | 877,225 CHF | 99.61% | 99.61% |
11/12/2024 | 0.23% | 22.00 CHF | 22.05 CHF | 40,000 | 40,000 | 39,706 | 39,706 | 863,070 CHF | 865,057 CHF | 99.78% | 99.78% |
10/12/2024 | 0.23% | 21.75 CHF | 21.80 CHF | 40,000 | 40,000 | 39,692 | 39,692 | 861,800 CHF | 863,773 CHF | 99.82% | 99.82% |
09/12/2024 | 0.23% | 21.65 CHF | 21.70 CHF | 40,000 | 40,000 | 39,656 | 39,656 | 869,056 CHF | 871,040 CHF | 99.92% | 99.92% |
06/12/2024 | 0.23% | 21.95 CHF | 22.00 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 874,541 CHF | 876,541 CHF | 98.81% | 98.81% |