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 | 0.06% | 17.55 CHF | 17.56 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,430,230 CHF | 4,432,730 CHF | 99.42% | 99.42% |
18/12/2024 | 0.05% | 18.18 CHF | 18.19 CHF | 250,000 | 250,000 | 249,813 | 249,813 | 4,567,170 CHF | 4,569,670 CHF | 100.00% | 100.00% |
17/12/2024 | 0.05% | 18.25 CHF | 18.26 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,593,880 CHF | 4,596,380 CHF | 100.00% | 100.00% |
16/12/2024 | 0.05% | 18.36 CHF | 18.37 CHF | 250,000 | 250,000 | 249,746 | 249,746 | 4,590,070 CHF | 4,592,570 CHF | 99.37% | 99.37% |
13/12/2024 | 0.05% | 18.48 CHF | 18.49 CHF | 250,000 | 250,000 | 249,681 | 249,681 | 4,652,210 CHF | 4,654,710 CHF | 100.00% | 100.00% |
12/12/2024 | 0.05% | 18.43 CHF | 18.44 CHF | 250,000 | 250,000 | 249,699 | 249,699 | 4,604,200 CHF | 4,606,700 CHF | 99.53% | 99.53% |
11/12/2024 | 0.06% | 18.34 CHF | 18.35 CHF | 250,000 | 250,000 | 249,225 | 249,225 | 4,543,960 CHF | 4,546,460 CHF | 100.00% | 100.00% |
10/12/2024 | 0.05% | 18.21 CHF | 18.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,555,630 CHF | 4,558,130 CHF | 100.00% | 100.00% |
09/12/2024 | 0.05% | 18.22 CHF | 18.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,581,330 CHF | 4,583,830 CHF | 97.79% | 97.79% |
06/12/2024 | 0.05% | 18.30 CHF | 18.31 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,590,500 CHF | 4,593,000 CHF | 100.00% | 100.00% |