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% | 15.93 CHF | 15.94 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,022,840 CHF | 4,025,340 CHF | 99.42% | 99.42% |
18/12/2024 | 0.06% | 16.55 CHF | 16.56 CHF | 250,000 | 250,000 | 249,803 | 249,803 | 4,157,970 CHF | 4,160,470 CHF | 100.00% | 100.00% |
17/12/2024 | 0.06% | 16.61 CHF | 16.62 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,183,370 CHF | 4,185,870 CHF | 100.00% | 100.00% |
16/12/2024 | 0.06% | 16.73 CHF | 16.74 CHF | 250,000 | 250,000 | 249,743 | 249,743 | 4,181,620 CHF | 4,184,120 CHF | 99.36% | 99.36% |
13/12/2024 | 0.06% | 16.84 CHF | 16.85 CHF | 250,000 | 250,000 | 249,691 | 249,691 | 4,244,110 CHF | 4,246,610 CHF | 100.00% | 100.00% |
12/12/2024 | 0.06% | 16.81 CHF | 16.82 CHF | 250,000 | 250,000 | 249,690 | 249,690 | 4,198,220 CHF | 4,200,720 CHF | 99.53% | 99.53% |
11/12/2024 | 0.06% | 16.72 CHF | 16.73 CHF | 250,000 | 250,000 | 249,214 | 249,214 | 4,140,460 CHF | 4,142,960 CHF | 100.00% | 100.00% |
10/12/2024 | 0.06% | 16.60 CHF | 16.61 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,151,680 CHF | 4,154,180 CHF | 100.00% | 100.00% |
09/12/2024 | 0.06% | 16.60 CHF | 16.61 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,176,370 CHF | 4,178,870 CHF | 97.80% | 97.80% |
06/12/2024 | 0.06% | 16.68 CHF | 16.69 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,186,120 CHF | 4,188,620 CHF | 100.00% | 100.00% |