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% | 16.39 CHF | 16.40 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,138,870 CHF | 4,141,370 CHF | 99.42% | 99.42% |
18/12/2024 | 0.06% | 17.01 CHF | 17.02 CHF | 250,000 | 250,000 | 249,811 | 249,811 | 4,274,620 CHF | 4,277,120 CHF | 100.00% | 100.00% |
17/12/2024 | 0.06% | 17.08 CHF | 17.09 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,300,270 CHF | 4,302,770 CHF | 100.00% | 100.00% |
16/12/2024 | 0.06% | 17.19 CHF | 17.20 CHF | 250,000 | 250,000 | 249,740 | 249,740 | 4,297,870 CHF | 4,300,370 CHF | 99.36% | 99.36% |
13/12/2024 | 0.06% | 17.31 CHF | 17.32 CHF | 250,000 | 250,000 | 249,683 | 249,683 | 4,360,290 CHF | 4,362,790 CHF | 100.00% | 100.00% |
12/12/2024 | 0.06% | 17.27 CHF | 17.28 CHF | 250,000 | 250,000 | 249,696 | 249,696 | 4,313,940 CHF | 4,316,440 CHF | 99.53% | 99.53% |
11/12/2024 | 0.06% | 17.18 CHF | 17.19 CHF | 250,000 | 250,000 | 249,225 | 249,225 | 4,255,550 CHF | 4,258,050 CHF | 100.00% | 100.00% |
10/12/2024 | 0.06% | 17.06 CHF | 17.07 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,266,740 CHF | 4,269,240 CHF | 100.00% | 100.00% |
09/12/2024 | 0.06% | 17.06 CHF | 17.07 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,291,730 CHF | 4,294,230 CHF | 97.79% | 97.79% |
06/12/2024 | 0.06% | 17.14 CHF | 17.15 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,301,320 CHF | 4,303,820 CHF | 100.00% | 100.00% |