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 | 0.60% | 24.99 CHF | 25.14 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 500,549 CHF | 503,549 CHF | 99.81% | 99.81% |
18/12/2024 | 0.58% | 25.59 CHF | 25.74 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 513,260 CHF | 516,260 CHF | 95.90% | 95.90% |
17/12/2024 | 0.58% | 25.76 CHF | 25.91 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 516,295 CHF | 519,295 CHF | 98.47% | 98.47% |
16/12/2024 | 0.58% | 25.87 CHF | 26.02 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 518,674 CHF | 521,674 CHF | 100.00% | 100.00% |
13/12/2024 | 0.58% | 25.92 CHF | 26.07 CHF | 20,000 | 20,000 | 20,000 | 19,999 | 519,691 CHF | 522,673 CHF | 100.00% | 100.00% |
12/12/2024 | 0.58% | 25.96 CHF | 26.11 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 518,685 CHF | 521,685 CHF | 100.00% | 100.00% |
11/12/2024 | 0.58% | 25.83 CHF | 25.98 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 516,698 CHF | 519,698 CHF | 100.00% | 100.00% |
10/12/2024 | 0.58% | 25.74 CHF | 25.89 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 515,870 CHF | 518,870 CHF | 98.27% | 98.27% |
09/12/2024 | 0.57% | 26.00 CHF | 26.15 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 522,126 CHF | 525,126 CHF | 100.00% | 100.00% |
06/12/2024 | 0.57% | 26.03 CHF | 26.18 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 522,431 CHF | 525,431 CHF | 100.00% | 100.00% |