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% | 19.75 CHF | 19.76 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,965,970 CHF | 4,968,470 CHF | 99.78% | 99.78% |
18/12/2024 | 0.05% | 21.22 CHF | 21.23 CHF | 250,000 | 250,000 | 249,796 | 249,796 | 5,302,990 CHF | 5,305,490 CHF | 99.57% | 99.57% |
17/12/2024 | 0.05% | 21.22 CHF | 21.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,308,130 CHF | 5,310,630 CHF | 100.00% | 100.00% |
16/12/2024 | 0.05% | 21.36 CHF | 21.37 CHF | 250,000 | 250,000 | 249,739 | 249,739 | 5,305,900 CHF | 5,308,400 CHF | 100.00% | 100.00% |
13/12/2024 | 0.05% | 21.05 CHF | 21.06 CHF | 250,000 | 250,000 | 249,676 | 249,676 | 5,325,760 CHF | 5,328,260 CHF | 100.00% | 100.00% |
12/12/2024 | 0.05% | 21.29 CHF | 21.30 CHF | 250,000 | 250,000 | 249,681 | 249,681 | 5,300,840 CHF | 5,303,340 CHF | 99.98% | 99.98% |
11/12/2024 | 0.05% | 21.20 CHF | 21.21 CHF | 250,000 | 250,000 | 249,189 | 249,189 | 5,220,980 CHF | 5,223,480 CHF | 100.00% | 100.00% |
10/12/2024 | 0.05% | 20.97 CHF | 20.98 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,230,960 CHF | 5,233,460 CHF | 100.00% | 100.00% |
09/12/2024 | 0.05% | 20.86 CHF | 20.87 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,286,270 CHF | 5,288,770 CHF | 100.00% | 100.00% |
06/12/2024 | 0.05% | 21.16 CHF | 21.17 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,268,900 CHF | 5,271,400 CHF | 100.00% | 100.00% |