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% | 16.62 CHF | 16.63 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,195,810 CHF | 4,198,310 CHF | 99.42% | 99.42% |
18/12/2024 | 0.06% | 17.24 CHF | 17.25 CHF | 250,000 | 250,000 | 249,810 | 249,810 | 4,331,750 CHF | 4,334,250 CHF | 100.00% | 100.00% |
17/12/2024 | 0.06% | 17.31 CHF | 17.32 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,357,600 CHF | 4,360,100 CHF | 100.00% | 100.00% |
16/12/2024 | 0.06% | 17.42 CHF | 17.43 CHF | 250,000 | 250,000 | 249,740 | 249,740 | 4,354,930 CHF | 4,357,430 CHF | 99.37% | 99.37% |
13/12/2024 | 0.06% | 17.54 CHF | 17.55 CHF | 250,000 | 250,000 | 249,683 | 249,683 | 4,417,290 CHF | 4,419,790 CHF | 100.00% | 100.00% |
12/12/2024 | 0.06% | 17.50 CHF | 17.51 CHF | 250,000 | 250,000 | 249,696 | 249,696 | 4,370,620 CHF | 4,373,120 CHF | 99.53% | 99.53% |
11/12/2024 | 0.06% | 17.41 CHF | 17.42 CHF | 250,000 | 250,000 | 249,221 | 249,221 | 4,311,800 CHF | 4,314,300 CHF | 100.00% | 100.00% |
10/12/2024 | 0.06% | 17.28 CHF | 17.29 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,323,190 CHF | 4,325,690 CHF | 100.00% | 100.00% |
09/12/2024 | 0.06% | 17.29 CHF | 17.30 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,348,270 CHF | 4,350,770 CHF | 97.79% | 97.79% |
06/12/2024 | 0.06% | 17.37 CHF | 17.38 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,357,820 CHF | 4,360,320 CHF | 100.00% | 100.00% |