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 | 0.07% | 13.48 CHF | 13.49 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 4,072,570 CHF | 4,075,570 CHF | 100.00% | 100.00% |
18/12/2024 | 0.07% | 13.98 CHF | 13.99 CHF | 300,000 | 300,000 | 299,772 | 299,772 | 4,209,350 CHF | 4,212,350 CHF | 99.68% | 99.68% |
17/12/2024 | 0.07% | 14.17 CHF | 14.18 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 4,228,530 CHF | 4,231,530 CHF | 100.00% | 100.00% |
16/12/2024 | 0.07% | 14.09 CHF | 14.10 CHF | 300,000 | 300,000 | 299,707 | 299,707 | 4,207,230 CHF | 4,210,230 CHF | 99.99% | 99.99% |
13/12/2024 | 0.07% | 14.07 CHF | 14.08 CHF | 300,000 | 300,000 | 299,645 | 299,645 | 4,234,850 CHF | 4,237,850 CHF | 100.00% | 100.00% |
12/12/2024 | 0.07% | 14.14 CHF | 14.15 CHF | 300,000 | 300,000 | 299,640 | 299,640 | 4,235,030 CHF | 4,238,030 CHF | 99.60% | 99.60% |
11/12/2024 | 0.07% | 14.07 CHF | 14.08 CHF | 300,000 | 300,000 | 299,084 | 299,084 | 4,201,110 CHF | 4,204,110 CHF | 100.00% | 100.00% |
10/12/2024 | 0.07% | 14.04 CHF | 14.05 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 4,232,990 CHF | 4,235,990 CHF | 100.00% | 100.00% |
09/12/2024 | 0.07% | 14.21 CHF | 14.22 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 4,274,070 CHF | 4,277,070 CHF | 100.00% | 100.00% |
06/12/2024 | 0.07% | 14.27 CHF | 14.28 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 4,283,140 CHF | 4,286,140 CHF | 100.00% | 100.00% |