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% | 16.85 CHF | 16.86 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,254,960 CHF | 4,257,460 CHF | 99.42% | 99.42% |
18/12/2024 | 0.06% | 17.48 CHF | 17.49 CHF | 250,000 | 250,000 | 249,802 | 249,802 | 4,391,000 CHF | 4,393,500 CHF | 100.00% | 100.00% |
17/12/2024 | 0.06% | 17.55 CHF | 17.56 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,417,230 CHF | 4,419,730 CHF | 100.00% | 100.00% |
16/12/2024 | 0.06% | 17.66 CHF | 17.67 CHF | 250,000 | 250,000 | 249,742 | 249,742 | 4,414,320 CHF | 4,416,820 CHF | 99.39% | 99.39% |
13/12/2024 | 0.06% | 17.77 CHF | 17.78 CHF | 250,000 | 250,000 | 249,684 | 249,684 | 4,476,580 CHF | 4,479,080 CHF | 100.00% | 100.00% |
12/12/2024 | 0.06% | 17.73 CHF | 17.74 CHF | 250,000 | 250,000 | 249,693 | 249,693 | 4,429,490 CHF | 4,431,990 CHF | 99.53% | 99.53% |
11/12/2024 | 0.06% | 17.64 CHF | 17.65 CHF | 250,000 | 250,000 | 249,218 | 249,218 | 4,370,340 CHF | 4,372,840 CHF | 100.00% | 100.00% |
10/12/2024 | 0.06% | 17.52 CHF | 17.53 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,381,810 CHF | 4,384,310 CHF | 100.00% | 100.00% |
09/12/2024 | 0.06% | 17.53 CHF | 17.54 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,407,090 CHF | 4,409,590 CHF | 97.79% | 97.79% |
06/12/2024 | 0.06% | 17.60 CHF | 17.61 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,416,510 CHF | 4,419,010 CHF | 100.00% | 100.00% |