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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 0.06% | 17.45 CHF | 17.46 CHF | 225,000 | 225,000 | 224,701 | 224,701 | 3,954,990 CHF | 3,957,240 CHF | 100.00% | 100.00% |
27/12/2024 | 0.06% | 17.69 CHF | 17.70 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,035,140 CHF | 4,037,390 CHF | 100.00% | 100.00% |
23/12/2024 | 0.06% | 17.42 CHF | 17.43 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 3,945,800 CHF | 3,948,050 CHF | 100.00% | 100.00% |
20/12/2024 | 0.06% | 17.58 CHF | 17.59 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 3,827,730 CHF | 3,829,980 CHF | 100.00% | 100.00% |
19/12/2024 | 0.06% | 17.27 CHF | 17.28 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 3,897,370 CHF | 3,899,620 CHF | 100.00% | 100.00% |
18/12/2024 | 0.06% | 18.21 CHF | 18.22 CHF | 225,000 | 225,000 | 224,831 | 224,831 | 4,090,300 CHF | 4,092,550 CHF | 99.64% | 99.64% |
17/12/2024 | 0.05% | 18.17 CHF | 18.18 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 4,102,570 CHF | 4,104,820 CHF | 100.00% | 100.00% |
16/12/2024 | 0.05% | 18.45 CHF | 18.46 CHF | 225,000 | 225,000 | 224,765 | 224,765 | 4,149,580 CHF | 4,151,830 CHF | 98.92% | 98.92% |
13/12/2024 | 0.05% | 18.51 CHF | 18.52 CHF | 225,000 | 225,000 | 224,608 | 224,608 | 4,173,660 CHF | 4,175,910 CHF | 98.54% | 98.54% |
12/12/2024 | 0.05% | 18.63 CHF | 18.64 CHF | 225,000 | 225,000 | 224,730 | 224,730 | 4,171,980 CHF | 4,174,230 CHF | 99.94% | 99.94% |